Lockheed Martin Risk Adjusted Performance

LMTB34 Stock  BRL 3,003  163.41  5.16%   
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Lockheed Martin has current Risk Adjusted Performance of 0.0436.

RAP

 = 

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

RFR

 = 
0.0436
ER[a] = Expected return on investing in Lockheed Martin
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

Lockheed Martin Risk Adjusted Performance Peers Comparison

Lockheed Risk Adjusted Performance Relative To Other Indicators

Lockheed Martin is rated below average in risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about  241.46  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Lockheed Martin is roughly  241.46 
Compare Lockheed Martin to Peers

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