Embracer Group Risk Adjusted Performance

EMBRAC-B  SEK 28.34  0.43  1.49%   
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Embracer Group AB has current Risk Adjusted Performance of 0.0901.

RAP

 = 

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

RFR

 = 
0.0901
ER[a] = Expected return on investing in Embracer Group
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

Embracer Group Risk Adjusted Performance Peers Comparison

Embracer Risk Adjusted Performance Relative To Other Indicators

Embracer Group AB is one of the top stocks in risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about  202.61  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Embracer Group AB is roughly  202.61 
Compare Embracer Group to Peers

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