Fannie Mae Risk Adjusted Performance

0IL0 Stock   2.30  0.36  13.53%   
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Fannie Mae has current Risk Adjusted Performance of 0.1202.

RAP

 = 

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

RFR

 = 
0.1202
ER[a] = Expected return on investing in Fannie Mae
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

Fannie Mae Risk Adjusted Performance Peers Comparison

Fannie Risk Adjusted Performance Relative To Other Indicators

Fannie Mae is number one stock in risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about  361.82  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Fannie Mae is roughly  361.82 
Compare Fannie Mae to Peers

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