Brown Forman Risk Adjusted Performance

BF5B Stock  EUR 40.55  1.04  2.63%   
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Brown Forman has current Risk Adjusted Performance of 0.0012.

RAP

 = 

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

RFR

 = 
0.0012
ER[a] = Expected return on investing in Brown Forman
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

Brown Forman Risk Adjusted Performance Peers Comparison

Brown Risk Adjusted Performance Relative To Other Indicators

Brown Forman 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  6,164  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Brown Forman is roughly  6,164 
Compare Brown Forman to Peers

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