Shanghai Oriental Risk Adjusted Performance

600637 Stock   7.97  0.07  0.89%   
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Shanghai Oriental Pearl has current Risk Adjusted Performance of 0.1281.

RAP

 = 

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

RFR

 = 
0.1281
ER[a] = Expected return on investing in Shanghai Oriental
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

Shanghai Oriental Risk Adjusted Performance Peers Comparison

Shanghai Risk Adjusted Performance Relative To Other Indicators

Shanghai Oriental Pearl is rated third in risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about  123.83  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Shanghai Oriental Pearl is roughly  123.83 
Compare Shanghai Oriental to Peers

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