Virtu Financial, Market Risk Adjusted Performance
| VIRT Stock | | | USD 44.79 0.75 1.70% |
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Virtu Financial, has current Market Risk Adjusted Performance of 0.5135.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.5135 | |
| ER[a] | = | Expected return on investing in Virtu Financial, |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
| BETA | = | Beta of the asset with market or selected benchmark. |
Virtu Financial, Market Risk Adjusted Performance Peers Comparison
Virtu Market Risk Adjusted Performance Relative To Other Indicators
Virtu Financial, is rated
first in market risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about
15.45 of Maximum Drawdown per Market Risk Adjusted Performance. The ratio of Maximum Drawdown to Market Risk Adjusted Performance for Virtu Financial, is roughly
15.45
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