Rockwell Automation Risk Adjusted Performance

ROK Stock  USD 278.30  1.78  0.64%   
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Rockwell Automation has current Risk Adjusted Performance of 0.0389.

RAP

 = 

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

RFR

 = 
0.0389
ER[a] = Expected return on investing in Rockwell Automation
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

Rockwell Automation Risk Adjusted Performance Peers Comparison

Rockwell Risk Adjusted Performance Relative To Other Indicators

Rockwell Automation 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  384.60  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Rockwell Automation is roughly  384.60 
Compare Rockwell Automation to Peers

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