Commerzbank Risk Adjusted Performance

COMMB Stock   6,064  66.00  1.10%   
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Commerzbank AG has current Risk Adjusted Performance of 0.0289.

RAP

 = 

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

RFR

 = 
0.0289
ER[a] = Expected return on investing in Commerzbank
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

Commerzbank Risk Adjusted Performance Peers Comparison

Commerzbank Risk Adjusted Performance Relative To Other Indicators

Commerzbank AG is rated second in risk adjusted performance category among its peers. It is number one stock in maximum drawdown category among its peers reporting about  893.30  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Commerzbank AG is roughly  893.30 
Compare Commerzbank to Peers

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