Sugar Risk Adjusted Performance

SBUSX Commodity   21.84  0.09  0.41%   
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Sugar has current Risk Adjusted Performance of 0.114.

RAP

 = 

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

RFR

 = 
0.114
ER[a] = Expected return on investing in Sugar
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

Sugar Risk Adjusted Performance Peers Comparison

Sugar Risk Adjusted Performance Relative To Other Indicators

Sugar cannot be rated in Risk Adjusted Performance category at this point. It cannot be rated in Maximum Drawdown category at this point. reporting about  83.33  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Sugar is roughly  83.33 
Compare Sugar to Peers

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