Jiangsu Expressway Risk Adjusted Performance

JE2 Stock  EUR 1.01  0.01  1.00%   
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Jiangsu Expressway has current Risk Adjusted Performance of 0.1101.

RAP

 = 

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

RFR

 = 
0.1101
ER[a] = Expected return on investing in Jiangsu Expressway
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

Jiangsu Expressway Risk Adjusted Performance Peers Comparison

Jiangsu Risk Adjusted Performance Relative To Other Indicators

Jiangsu Expressway is rated second overall in risk adjusted performance category among its peers. It is rated second overall in maximum drawdown category among its peers reporting about  144.10  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Jiangsu Expressway is roughly  144.10 
Compare Jiangsu Expressway to Peers

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