Northern Trust Risk Adjusted Performance

NTRSO Preferred Stock  USD 21.60  0.08  0.37%   
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Northern Trust has current Risk Adjusted Performance of 0.0103.

RAP

 = 

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

RFR

 = 
0.0103
ER[a] = Expected return on investing in Northern Trust
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

Northern Trust Risk Adjusted Performance Peers Comparison

Northern Risk Adjusted Performance Relative To Other Indicators

Northern Trust is regarded fifth in risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about  569.08  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Northern Trust is roughly  569.08 
Compare Northern Trust to Peers

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