Revenga Ingenieros Risk Adjusted Performance

RSS Stock   1.45  0.03  2.03%   
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Revenga Ingenieros SA has current Risk Adjusted Performance of (0.1).

RAP

 = 

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

RFR

 = 
(0.1)
ER[a] = Expected return on investing in Revenga Ingenieros
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

Revenga Ingenieros Risk Adjusted Performance Peers Comparison

-0.0428-0.09950.2641-0.03420.0783100%

Revenga Risk Adjusted Performance Relative To Other Indicators

Revenga Ingenieros SA is rated below average in risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers .
JavaScript chart by amCharts 3.21.15A3MBSTNTHAEDASKOMETCRSS 051015 -0.10-0.0500.050.100.150.200.250.30
Compare Revenga Ingenieros to Peers

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