Parker Hannifin Risk Adjusted Performance

PH Stock  USD 530.68  12.28  2.26%   
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Parker Hannifin has current Risk Adjusted Performance of 0.0844.

RAP

 = 

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

RFR

 = 
0.0844
ER[a] = Expected return on investing in Parker Hannifin
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

Parker Hannifin Risk Adjusted Performance Peers Comparison

Parker Risk Adjusted Performance Relative To Other Indicators

Parker Hannifin is regarded fourth in risk adjusted performance category among related companies. It is currently under evaluation in maximum drawdown category among related companies reporting about  111.39  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Parker Hannifin is roughly  111.39 
Compare Parker Hannifin to Peers

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