Frasers Group Market Risk Adjusted Performance
| SDIPF Stock | | | USD 9.00 0.00 0.00% |
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Frasers Group plc has current Market Risk Adjusted Performance of 0.2712.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.2712 | |
| ER[a] | = | Expected return on investing in Frasers Group |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
| BETA | = | Beta of the asset with market or selected benchmark. |
Frasers Group Market Risk Adjusted Performance Peers Comparison
Frasers Market Risk Adjusted Performance Relative To Other Indicators
Frasers Group plc is rated
third in market risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about
40.78 of Maximum Drawdown per Market Risk Adjusted Performance. The ratio of Maximum Drawdown to Market Risk Adjusted Performance for Frasers Group plc is roughly
40.78
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