COMMONWBK AUSTRSPADRS Risk Adjusted Performance

CWW0 Stock  EUR 94.50  0.50  0.53%   
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COMMONWBK AUSTRSPADRS has current Risk Adjusted Performance of 0.0948.

RAP

 = 

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

RFR

 = 
0.0948
ER[a] = Expected return on investing in COMMONWBK AUSTRSPADRS
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

COMMONWBK AUSTRSPADRS Risk Adjusted Performance Peers Comparison

COMMONWBK Risk Adjusted Performance Relative To Other Indicators

COMMONWBK AUSTRSPADRS 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  57.88  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for COMMONWBK AUSTRSPADRS is roughly  57.88 
Compare COMMONWBK AUSTRSPADRS to Peers

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