NEXG11 Risk Adjusted Performance

NEXG11 Stock   126.00  1.00  0.80%   
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NEXG11 has current Risk Adjusted Performance of 0.2091.

RAP

 = 

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

RFR

 = 
0.2091
ER[a] = Expected return on investing in NEXG11
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

NEXG11 Risk Adjusted Performance Peers Comparison

NEXG11 Risk Adjusted Performance Relative To Other Indicators

NEXG11 is regarded second in risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about  16.12  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for NEXG11 is roughly  16.12 
Compare NEXG11 to Peers

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