Sparinvest Lange Risk Adjusted Performance

SPILOLKLA  DKK 96.10  0.10  0.10%   
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Sparinvest Lange has current Risk Adjusted Performance of 0.053.

RAP

 = 

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

RFR

 = 
0.053
ER[a] = Expected return on investing in Sparinvest Lange
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

Sparinvest Lange Risk Adjusted Performance Peers Comparison

Sparinvest Risk Adjusted Performance Relative To Other Indicators

Sparinvest Lange is rated below average in risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about  23.48  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Sparinvest Lange is roughly  23.48 
Compare Sparinvest Lange to Peers

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