MURGY Stock | | | USD 10.92 0.11 1.02% |
Muenchener Rueckver market-risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for Muenchener Rueckver Ges or any other equities. You can select from a set of available technical indicators by clicking on the link to the right. Please note, not all equities are covered by this module due to inconsistencies in global equity categorizations and data normalization technicques. Please check also
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Muenchener Rueckver Ges has current Market Risk Adjusted Performance of 0.0952.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.0952 | |
ER[a] | = | Expected return on investing in Muenchener Rueckver |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
BETA | = | Beta of the asset with market or selected benchmark. |
Muenchener Rueckver Market Risk Adjusted Performance Peers Comparison
Muenchener Market Risk Adjusted Performance Relative To Other Indicators
Muenchener Rueckver Ges is regarded
third in market risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about
61.50 of Maximum Drawdown per Market Risk Adjusted Performance. The ratio of Maximum Drawdown to Market Risk Adjusted Performance for Muenchener Rueckver Ges is roughly
61.50
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