Vitro SAB Risk Adjusted Performance

VITROA Stock  MXN 8.88  0.29  3.38%   
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Vitro SAB de has current Risk Adjusted Performance of 0.0269.

RAP

 = 

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

RFR

 = 
0.0269
ER[a] = Expected return on investing in Vitro SAB
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

Vitro SAB Risk Adjusted Performance Peers Comparison

Vitro Risk Adjusted Performance Relative To Other Indicators

Vitro SAB de is rated fourth in risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about  332.73  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Vitro SAB de is roughly  332.73 
Compare Vitro SAB to Peers

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