Thyssenkrupp Risk Adjusted Performance

TKA Stock   3.88  0.08  2.11%   
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thyssenkrupp AG has current Risk Adjusted Performance of 0.0817.

RAP

 = 

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

RFR

 = 
0.0817
ER[a] = Expected return on investing in Thyssenkrupp
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

Thyssenkrupp Risk Adjusted Performance Peers Comparison

Thyssenkrupp Risk Adjusted Performance Relative To Other Indicators

thyssenkrupp AG 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  168.88  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for thyssenkrupp AG is roughly  168.88 
Compare Thyssenkrupp to Peers

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