Air Canada Risk Adjusted Performance

ADH2 Stock   14.38  0.08  0.55%   
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Air Canada has current Risk Adjusted Performance of 0.1503.

RAP

 = 

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

RFR

 = 
0.1503
ER[a] = Expected return on investing in Air Canada
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

Air Canada Risk Adjusted Performance Peers Comparison

Air Risk Adjusted Performance Relative To Other Indicators

Air Canada 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  162.34  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Air Canada is roughly  162.34 
Compare Air Canada to Peers

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