Nippon Telegraph Risk Adjusted Performance

NLV Stock  EUR 23.80  0.40  1.65%   
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Nippon Telegraph and has current Risk Adjusted Performance of 0.0468.

RAP

 = 

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

RFR

 = 
0.0468
ER[a] = Expected return on investing in Nippon Telegraph
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

Nippon Telegraph Risk Adjusted Performance Peers Comparison

Nippon Risk Adjusted Performance Relative To Other Indicators

Nippon Telegraph and 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  93.38  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Nippon Telegraph and is roughly  93.38 
Compare Nippon Telegraph to Peers

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