SIEMENS ENERGY Risk Adjusted Performance

ENR0 Stock  EUR 51.00  0.50  0.97%   
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SIEMENS ENERGY AG has current Risk Adjusted Performance of 0.247.

RAP

 = 

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

RFR

 = 
0.247
ER[a] = Expected return on investing in SIEMENS ENERGY
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

SIEMENS ENERGY Risk Adjusted Performance Peers Comparison

SIEMENS Risk Adjusted Performance Relative To Other Indicators

SIEMENS ENERGY AG is rated # 3 in risk adjusted performance category among its peers. It is rated # 4 in maximum drawdown category among its peers reporting about  60.74  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for SIEMENS ENERGY AG is roughly  60.74 
Compare SIEMENS ENERGY to Peers

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