Fast Retailing Risk Adjusted Performance

FRCOF Stock  USD 320.65  5.50  1.75%   
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Fast Retailing Co has current Risk Adjusted Performance of 0.0601.

RAP

 = 

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

RFR

 = 
0.0601
ER[a] = Expected return on investing in Fast Retailing
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

Fast Retailing Risk Adjusted Performance Peers Comparison

Fast Risk Adjusted Performance Relative To Other Indicators

Fast Retailing Co is rated # 3 in risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about  390.22  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Fast Retailing Co is roughly  390.22 
Compare Fast Retailing to Peers

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