PACCAR Risk Adjusted Performance

PAE Stock  EUR 100.20  0.20  0.20%   
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PACCAR Inc has current Risk Adjusted Performance of 0.1031.

RAP

 = 

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

RFR

 = 
0.1031
ER[a] = Expected return on investing in PACCAR
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

PACCAR Risk Adjusted Performance Peers Comparison

PACCAR Risk Adjusted Performance Relative To Other Indicators

PACCAR Inc is regarded second in risk adjusted performance category among its peers. It is regarded fourth in maximum drawdown category among its peers reporting about  128.29  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for PACCAR Inc is roughly  128.29 
Compare PACCAR to Peers

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