Sims Metal Risk Adjusted Performance

I8M Stock  EUR 8.00  0.10  1.23%   
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Sims Metal Management has current Risk Adjusted Performance of 0.1097.

RAP

 = 

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

RFR

 = 
0.1097
ER[a] = Expected return on investing in Sims Metal
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

Sims Metal Risk Adjusted Performance Peers Comparison

Sims Risk Adjusted Performance Relative To Other Indicators

Sims Metal Management is rated third overall in risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about  148.92  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Sims Metal Management is roughly  148.92 
Compare Sims Metal to Peers

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