Banco Santander Risk Adjusted Performance

SAN Stock  EUR 4.68  0.01  0.21%   
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Banco Santander SA has current Risk Adjusted Performance of 0.0787.

RAP

 = 

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

RFR

 = 
0.0787
ER[a] = Expected return on investing in Banco Santander
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

Banco Santander Risk Adjusted Performance Peers Comparison

Banco Risk Adjusted Performance Relative To Other Indicators

Banco Santander SA is rated third in risk adjusted performance category among its peers. It is rated below average in maximum drawdown category among its peers reporting about  77.24  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Banco Santander SA is roughly  77.24 
Compare Banco Santander to Peers

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