Johnson Controls Risk Adjusted Performance

TYIA Stock  EUR 79.72  1.53  1.96%   
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Johnson Controls International has current Risk Adjusted Performance of 0.1737.

RAP

 = 

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

RFR

 = 
0.1737
ER[a] = Expected return on investing in Johnson Controls
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

Johnson Controls Risk Adjusted Performance Peers Comparison

Johnson Risk Adjusted Performance Relative To Other Indicators

Johnson Controls International is currently regarded as top stock in risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about  45.58  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Johnson Controls International is roughly  45.58 
Compare Johnson Controls to Peers

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