Komatsu Risk Adjusted Performance

KOM1 Stock  EUR 25.31  0.15  0.60%   
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Komatsu has current Risk Adjusted Performance of 0.0214.

RAP

 = 

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

RFR

 = 
0.0214
ER[a] = Expected return on investing in Komatsu
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

Komatsu Risk Adjusted Performance Peers Comparison

Komatsu Risk Adjusted Performance Relative To Other Indicators

Komatsu is rated fourth overall in risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about  511.88  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Komatsu is roughly  511.88 
Compare Komatsu to Peers

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