Allianz SE Risk Adjusted Performance

ALIZYDelisted Stock  USD 23.79  0.08  0.34%   
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Allianz SE ADR has current Risk Adjusted Performance of 0.0444.

RAP

 = 

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

RFR

 = 
0.0444
ER[a] = Expected return on investing in Allianz SE
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

Allianz SE Risk Adjusted Performance Peers Comparison

Allianz Risk Adjusted Performance Relative To Other Indicators

Allianz SE ADR is rated second in risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about  171.20  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Allianz SE ADR is roughly  171.20 

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