Socit Gnrale Risk Adjusted Performance

SGE Stock   26.69  0.09  0.34%   
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Socit Gnrale Socit has current Risk Adjusted Performance of 0.1101.

RAP

 = 

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

RFR

 = 
0.1101
ER[a] = Expected return on investing in Socit Gnrale
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

Socit Gnrale Risk Adjusted Performance Peers Comparison

Socit Risk Adjusted Performance Relative To Other Indicators

Socit Gnrale Socit is rated second in risk adjusted performance category among its peers. It is rated second in maximum drawdown category among its peers reporting about  134.18  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Socit Gnrale Socit is roughly  134.18 
Compare Socit Gnrale to Peers

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