Taiwan Semiconductor Risk Adjusted Performance

TSMN Stock  MXN 3,762  12.12  0.32%   
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Taiwan Semiconductor Manufacturing has current Risk Adjusted Performance of 0.0687.

RAP

 = 

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

RFR

 = 
0.0687
ER[a] = Expected return on investing in Taiwan Semiconductor
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

Taiwan Semiconductor Risk Adjusted Performance Peers Comparison

Taiwan Risk Adjusted Performance Relative To Other Indicators

Taiwan Semiconductor Manufacturing 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  209.67  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Taiwan Semiconductor Manufacturing is roughly  209.67 
Compare Taiwan Semiconductor to Peers

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