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NASDAQ Composite Risk Adjusted Performance

XCM
XCMP -- USA Index  

 10,846  417.91  4.01%

NASDAQ Composite risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for NASDAQ Composite Total Return I or any other equities. You can select from a set of available technical indicators by clicking on the link to the right. Please note, not all equities are covered by this module due to inconsistencies in global equity categorizations and data normalization technicques. Please check also Equity Screeners to view more equity screening tools
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NASDAQ Composite Total Return I has current Risk Adjusted Performance of 0.0398.
RAP 
 = 
(ER[a] - RFR) * STD[b])/STD[b] 
RFR 
 = 
0.0398
ER[a] =   Expected return on investing in NASDAQ Composite
RFR =   Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

Risk Adjusted Performance Comparison

NASDAQ Composite Total Return I cannot be rated in Risk Adjusted Performance category at this point. It cannot be rated in Maximum Drawdown category at this point. reporting about  159.19  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for NASDAQ Composite Total Return I is roughly  159.19 
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