New England Risk Adjusted Performance

NEN Stock  USD 82.70  0.04  0.05%   
New England risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for New England Realty or any other equities. You can select from a set of available technical indicators by clicking on the link to the right. Please note, not all equities are covered by this module due to inconsistencies in global equity categorizations and data normalization technicques. Please check also Equity Screeners to view more equity screening tools
  
New England Realty has current Risk Adjusted Performance of 0.1036.

RAP

 = 

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

RFR

 = 
0.1036
ER[a] = Expected return on investing in New England
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

New England Risk Adjusted Performance Peers Comparison

New Risk Adjusted Performance Relative To Other Indicators

New England Realty is regarded second in risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about  117.03  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for New England Realty is roughly  117.03 

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