Natural Gas Market Risk Adjusted Performance

NGUSD Commodity   3.18  0.01  0.32%   
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Natural Gas has current Market Risk Adjusted Performance of 0.7185.

MRAP

 = 

ER[a] + (1/BETA - 1)

X

ER[a] - RFR)

 = 
0.7185
ER[a] = Expected return on investing in Natural Gas
RFR = Risk Free Rate of return. Typically T-Bill Rate
BETA = Beta of the asset with market or selected benchmark.

Natural Gas Market Risk Adjusted Performance Peers Comparison

Natural Market Risk Adjusted Performance Relative To Other Indicators

Natural Gas cannot be rated in Market Risk Adjusted Performance category at this point. It cannot be rated in Maximum Drawdown category at this point. reporting about  34.85  of Maximum Drawdown per Market Risk Adjusted Performance. The ratio of Maximum Drawdown to Market Risk Adjusted Performance for Natural Gas is roughly  34.85 
Compare Natural Gas to Peers

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