Itafos Market Risk Adjusted Performance
| MBCFDelisted Stock | | | USD 2.03 0.01 0.49% |
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Itafos Inc has current Market Risk Adjusted Performance of 0.8877.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.8877 | |
| ER[a] | = | Expected return on investing in Itafos |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
| BETA | = | Beta of the asset with market or selected benchmark. |
Itafos Market Risk Adjusted Performance Peers Comparison
Itafos Market Risk Adjusted Performance Relative To Other Indicators
Itafos Inc is considered to be number one stock in market risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about
24.62 of Maximum Drawdown per Market Risk Adjusted Performance. The ratio of Maximum Drawdown to Market Risk Adjusted Performance for Itafos Inc is roughly
24.62
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