Computer Modelling Risk Adjusted Performance

CMDXF Stock  USD 5.84  0.05  0.86%   
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Computer Modelling Group has current Risk Adjusted Performance of 0.0532.

RAP

 = 

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

RFR

 = 
0.0532
ER[a] = Expected return on investing in Computer Modelling
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

Computer Modelling Risk Adjusted Performance Peers Comparison

Computer Risk Adjusted Performance Relative To Other Indicators

Computer Modelling Group 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  468.61  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Computer Modelling Group is roughly  468.61 
Compare Computer Modelling to Peers

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