Naphtha Risk Adjusted Performance

NFTA Stock  ILS 2,511  13.00  0.52%   
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Naphtha has current Risk Adjusted Performance of 0.0714.

RAP

 = 

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

RFR

 = 
0.0714
ER[a] = Expected return on investing in Naphtha
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

Naphtha Risk Adjusted Performance Peers Comparison

Naphtha Risk Adjusted Performance Relative To Other Indicators

Naphtha is rated below average in risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about  125.04  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Naphtha is roughly  125.04 
Compare Naphtha to Peers

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