Allstate Risk Adjusted Performance

ALL Stock  USD 169.84  0.97  0.57%   
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The Allstate has current Risk Adjusted Performance of 0.2075.

RAP

 = 

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

RFR

 = 
0.2075
ER[a] = Expected return on investing in Allstate
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

Allstate Risk Adjusted Performance Peers Comparison

Allstate Risk Adjusted Performance Relative To Other Indicators

The Allstate is rated second in risk adjusted performance category among related companies. It is currently under evaluation in maximum drawdown category among related companies reporting about  23.68  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for The Allstate is roughly  23.68 
Compare Allstate to Peers

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