Ferrexpo PLC Risk Adjusted Performance
FEEXF Stock | | | USD 0.63 0.01 1.56% |
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Ferrexpo PLC has current Risk Adjusted Performance of 0.0464.
RAP | = | (ER[a] - RFR) * STD[b])/STD[b]RFR |
| = | 0.0464 | |
Ferrexpo PLC Risk Adjusted Performance Peers Comparison
Ferrexpo Risk Adjusted Performance Relative To Other Indicators
Ferrexpo PLC is rated
below average in risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about
872.45 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Ferrexpo PLC is roughly
872.45
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