EFG International Risk Adjusted Performance

EFGN Stock  CHF 12.18  0.04  0.33%   
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EFG International AG has current Risk Adjusted Performance of 0.0725.

RAP

 = 

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

RFR

 = 
0.0725
ER[a] = Expected return on investing in EFG International
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

EFG International Risk Adjusted Performance Peers Comparison

EFG Risk Adjusted Performance Relative To Other Indicators

EFG International AG is rated # 5 in risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about  71.44  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for EFG International AG is roughly  71.44 
Compare EFG International to Peers

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