Ferguson Plc Risk Adjusted Performance

FERG Stock  USD 213.27  0.76  0.36%   
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Ferguson Plc has current Risk Adjusted Performance of 0.0283.

RAP

 = 

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

RFR

 = 
0.0283
ER[a] = Expected return on investing in Ferguson Plc
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

Ferguson Plc Risk Adjusted Performance Peers Comparison

Ferguson Risk Adjusted Performance Relative To Other Indicators

Ferguson 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  374.28  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Ferguson Plc is roughly  374.28 
Compare Ferguson Plc to Peers

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