Montea CVA Market Risk Adjusted Performance
| MONT Stock | | | EUR 74.50 0.70 0.93% |
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Montea CVA has current Market Risk Adjusted Performance of 0.442.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.442 | |
| ER[a] | = | Expected return on investing in Montea CVA |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
| BETA | = | Beta of the asset with market or selected benchmark. |
Montea CVA Market Risk Adjusted Performance Peers Comparison
Montea Market Risk Adjusted Performance Relative To Other Indicators
Montea CVA is rated
below average in market risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about
15.11 of Maximum Drawdown per Market Risk Adjusted Performance. The ratio of Maximum Drawdown to Market Risk Adjusted Performance for Montea CVA is roughly
15.11
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