Virtu Financial Risk Adjusted Performance

VIRT Stock  USD 36.69  1.14  3.01%   
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Virtu Financial has current Risk Adjusted Performance of 0.1885.

RAP

 = 

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

RFR

 = 
0.1885
ER[a] = Expected return on investing in Virtu Financial
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

Virtu Financial Risk Adjusted Performance Peers Comparison

Virtu Risk Adjusted Performance Relative To Other Indicators

Virtu Financial is rated fourth in risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about  39.07  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Virtu Financial is roughly  39.07 
Compare Virtu Financial to Peers

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