PENN NATL Risk Adjusted Performance

PN1 Stock  EUR 20.16  0.09  0.45%   
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PENN NATL GAMING has current Risk Adjusted Performance of 0.0885.

RAP

 = 

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

RFR

 = 
0.0885
ER[a] = Expected return on investing in PENN NATL
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

PENN NATL Risk Adjusted Performance Peers Comparison

PENN Risk Adjusted Performance Relative To Other Indicators

PENN NATL GAMING is regarded third in risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about  135.34  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for PENN NATL GAMING is roughly  135.34 
Compare PENN NATL to Peers

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