Macquarie Bank Risk Adjusted Performance

MBLPC Preferred Stock   105.00  0.75  0.72%   
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Macquarie Bank Ltd has current Risk Adjusted Performance of 0.0618.

RAP

 = 

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

RFR

 = 
0.0618
ER[a] = Expected return on investing in Macquarie Bank
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

Macquarie Bank Risk Adjusted Performance Peers Comparison

Macquarie Risk Adjusted Performance Relative To Other Indicators

Macquarie Bank Ltd is regarded fourth in risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about  18.97  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Macquarie Bank Ltd is roughly  18.97 
Compare Macquarie Bank to Peers

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