Faisal Islamic Risk Adjusted Performance

FAIT Stock   39.09  0.09  0.23%   
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Faisal Islamic Bank has current Risk Adjusted Performance of 0.1227.

RAP

 = 

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

RFR

 = 
0.1227
ER[a] = Expected return on investing in Faisal Islamic
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

Faisal Islamic Risk Adjusted Performance Peers Comparison

Faisal Risk Adjusted Performance Relative To Other Indicators

Faisal Islamic Bank is rated # 4 in risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about  168.51  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Faisal Islamic Bank is roughly  168.51 
Compare Faisal Islamic to Peers

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