Interactive Brokers Risk Adjusted Performance

IBKR Stock  USD 111.55  0.95  0.86%   
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Interactive Brokers Group has current Risk Adjusted Performance of 0.1466.

RAP

 = 

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

RFR

 = 
0.1466
ER[a] = Expected return on investing in Interactive Brokers
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

Interactive Brokers Risk Adjusted Performance Peers Comparison

Interactive Risk Adjusted Performance Relative To Other Indicators

Interactive Brokers Group is rated third overall in risk adjusted performance category among related companies. It is currently under evaluation in maximum drawdown category among related companies reporting about  61.62  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Interactive Brokers Group is roughly  61.62 
Compare Interactive Brokers to Peers

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