Siegfried Holding Risk Adjusted Performance

SFZN Stock  CHF 94.40  0.40  0.42%   
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Siegfried Holding has current Risk Adjusted Performance of 0.0358.

RAP

 = 

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

RFR

 = 
0.0358
ER[a] = Expected return on investing in Siegfried Holding
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

Siegfried Holding Risk Adjusted Performance Peers Comparison

Siegfried Risk Adjusted Performance Relative To Other Indicators

Siegfried Holding 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  285.87  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Siegfried Holding is roughly  285.87 
Compare Siegfried Holding to Peers

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