Lennar Risk Adjusted Performance

L1EN34 Stock  BRL 1,028  20.62  2.05%   
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Lennar has current Risk Adjusted Performance of 0.0544.

RAP

 = 

(ER[a] - RFR) * STD[b])/STD[b]

RFR

 = 
0.0544
ER[a] = Expected return on investing in Lennar
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

Lennar Risk Adjusted Performance Peers Comparison

Lennar Risk Adjusted Performance Relative To Other Indicators

Lennar is rated second overall in risk adjusted performance category among its peers. It is rated third overall in maximum drawdown category among its peers reporting about  275.17  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Lennar is roughly  275.17 
Compare Lennar to Peers

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