Ralph Lauren Risk Adjusted Performance

PRL Stock  EUR 211.10  0.35  0.17%   
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Ralph Lauren has current Risk Adjusted Performance of 0.1601.

RAP

 = 

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

RFR

 = 
0.1601
ER[a] = Expected return on investing in Ralph Lauren
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

Ralph Lauren Risk Adjusted Performance Peers Comparison

Ralph Risk Adjusted Performance Relative To Other Indicators

Ralph Lauren is regarded second in risk adjusted performance category among its peers. It is rated below average in maximum drawdown category among its peers reporting about  65.01  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Ralph Lauren is roughly  65.01 
Compare Ralph Lauren to Peers

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