Modern Times Risk Adjusted Performance

MTG-B Stock  SEK 90.50  0.30  0.33%   
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Modern Times Group has current Risk Adjusted Performance of 0.0911.

RAP

 = 

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

RFR

 = 
0.0911
ER[a] = Expected return on investing in Modern Times
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

Modern Times Risk Adjusted Performance Peers Comparison

Modern Risk Adjusted Performance Relative To Other Indicators

Modern Times Group is considered to be number one stock in risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about  130.39  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Modern Times Group is roughly  130.39 
Compare Modern Times to Peers

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