Ping An Risk Adjusted Performance

PNGAY Stock  USD 11.71  0.38  3.35%   
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Ping An Insurance has current Risk Adjusted Performance of 0.0934.

RAP

 = 

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

RFR

 = 
0.0934
ER[a] = Expected return on investing in Ping An
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

Ping An Risk Adjusted Performance Peers Comparison

Ping Risk Adjusted Performance Relative To Other Indicators

Ping An Insurance is regarded second in risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about  320.41  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Ping An Insurance is roughly  320.41 
Compare Ping An to Peers

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