Victoria Investama Risk Adjusted Performance

VICO Stock  IDR 200.00  6.00  2.91%   
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Victoria Investama Tbk has current Risk Adjusted Performance of 0.0858.

RAP

 = 

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

RFR

 = 
0.0858
ER[a] = Expected return on investing in Victoria Investama
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

Victoria Investama Risk Adjusted Performance Peers Comparison

Victoria Risk Adjusted Performance Relative To Other Indicators

Victoria Investama Tbk is rated second in risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about  480.13  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Victoria Investama Tbk is roughly  480.13 
Compare Victoria Investama to Peers

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