National Bank Risk Adjusted Performance

NA-PG Preferred Stock  CAD 25.94  0.11  0.42%   
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National Bank of has current Risk Adjusted Performance of 0.0139.

RAP

 = 

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

RFR

 = 
0.0139
ER[a] = Expected return on investing in National Bank
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

National Bank Risk Adjusted Performance Peers Comparison

National Risk Adjusted Performance Relative To Other Indicators

National Bank of is regarded third in risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about  115.01  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for National Bank of is roughly  115.01 
Compare National Bank to Peers

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