Shoe Carnival Risk Adjusted Performance

SCVL Stock  USD 20.22  0.37  1.80%   
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Shoe Carnival has current Risk Adjusted Performance of 0.0667.

RAP

 = 

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

RFR

 = 
0.0667
ER[a] = Expected return on investing in Shoe Carnival
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

Shoe Carnival Risk Adjusted Performance Peers Comparison

Shoe Risk Adjusted Performance Relative To Other Indicators

Shoe Carnival is rated fifth in risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about  188.30  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Shoe Carnival is roughly  188.30 
Compare Shoe Carnival to Peers

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