Brown Forman Risk Adjusted Performance

BF-A Stock  USD 45.72  0.20  0.44%   
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Brown Forman has current Risk Adjusted Performance of 0.069.

RAP

 = 

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

RFR

 = 
0.069
ER[a] = Expected return on investing in Brown Forman
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

Brown Forman Risk Adjusted Performance Peers Comparison

Brown Risk Adjusted Performance Relative To Other Indicators

Brown Forman is rated third in risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about  96.57  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Brown Forman is roughly  96.57 
Compare Brown Forman to Peers

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