Foreign Trade Market Risk Adjusted Performance

BLX Stock  USD 33.43  0.32  0.95%   
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Foreign Trade Bank has current Market Risk Adjusted Performance of 0.1618.

MRAP

 = 

ER[a] + (1/BETA - 1)

X

ER[a] - RFR)

 = 
0.1618
ER[a] = Expected return on investing in Foreign Trade
RFR = Risk Free Rate of return. Typically T-Bill Rate
BETA = Beta of the asset with market or selected benchmark.

Foreign Trade Market Risk Adjusted Performance Peers Comparison

Foreign Market Risk Adjusted Performance Relative To Other Indicators

Foreign Trade Bank is rated below average in market risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about  49.91  of Maximum Drawdown per Market Risk Adjusted Performance. The ratio of Maximum Drawdown to Market Risk Adjusted Performance for Foreign Trade Bank is roughly  49.91 
Compare Foreign Trade to Peers

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