Societe Generale Risk Adjusted Performance

SCGLY Stock  USD 5.67  0.02  0.35%   
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Societe Generale ADR has current Risk Adjusted Performance of 0.1207.

RAP

 = 

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

RFR

 = 
0.1207
ER[a] = Expected return on investing in Societe Generale
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

Societe Generale Risk Adjusted Performance Peers Comparison

Societe Risk Adjusted Performance Relative To Other Indicators

Societe Generale ADR is rated second in risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about  115.74  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Societe Generale ADR is roughly  115.74 
Compare Societe Generale to Peers

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