China Merchants Risk Adjusted Performance

CMHHF Stock  USD 1.62  0.00  0.00%   
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China Merchants Port has current Risk Adjusted Performance of 0.0448.

RAP

 = 

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

RFR

 = 
0.0448
ER[a] = Expected return on investing in China Merchants
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

China Merchants Risk Adjusted Performance Peers Comparison

China Risk Adjusted Performance Relative To Other Indicators

China Merchants Port 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  547.17  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for China Merchants Port is roughly  547.17 
Compare China Merchants to Peers

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