Next Capital Risk Adjusted Performance

NCAP Stock  THB 1.73  0.04  2.26%   
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Next Capital Public has current Risk Adjusted Performance of 0.0315.

RAP

 = 

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

RFR

 = 
0.0315
ER[a] = Expected return on investing in Next Capital
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

Next Capital Risk Adjusted Performance Peers Comparison

Next Risk Adjusted Performance Relative To Other Indicators

Next Capital Public 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  748.30  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Next Capital Public is roughly  748.30 
Compare Next Capital to Peers

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