Itasa Investimentos Market Risk Adjusted Performance
| ITSA4 Preferred Stock | | | BRL 10.44 0.04 0.38% |
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Itasa Investimentos has current Market Risk Adjusted Performance of 0.1492.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.1492 | |
| ER[a] | = | Expected return on investing in Itasa Investimentos |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
| BETA | = | Beta of the asset with market or selected benchmark. |
Itasa Investimentos Market Risk Adjusted Performance Peers Comparison
Itasa Market Risk Adjusted Performance Relative To Other Indicators
Itasa Investimentos is rated
second overall in market risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about
43.90 of Maximum Drawdown per Market Risk Adjusted Performance. The ratio of Maximum Drawdown to Market Risk Adjusted Performance for Itasa Investimentos is roughly
43.90
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