Shengfeng Development Risk Adjusted Performance

SFWL Stock   1.23  0.12  10.81%   
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Shengfeng Development Limited has current Risk Adjusted Performance of 0.009.

RAP

 = 

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

RFR

 = 
0.009
ER[a] = Expected return on investing in Shengfeng Development
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

Shengfeng Development Risk Adjusted Performance Peers Comparison

Shengfeng Risk Adjusted Performance Relative To Other Indicators

Shengfeng Development Limited 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  1,800  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Shengfeng Development Limited is roughly  1,800 
Compare Shengfeng Development to Peers

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