4DMEDICAL Risk Adjusted Performance
| 4DX Stock | | | 3.39 -0.05 -1.45% |
Risk-Adjusted Performance (RAP) measures the return an equity would have generated if it carried the same total risk (standard deviation) as the market. Derived from the Sharpe Ratio, RAP is expressed in percentage terms, making direct comparison across assets with different volatility profiles straightforward. Below is 4DMEDICAL's current Risk Adjusted Performance with peer comparisons and related risk metrics.
Current Risk Adjusted Performance Value
At 0.0139, 4DMEDICAL's Risk Adjusted Performance indicates positive but modest risk-adjusted return. 4DMEDICAL has produced a positive return relative to risk, though the margin is limited.
RAP | = | (ER[a] - RFR) * STD[b])/STD[b]RFR |
| = | 0.0139 | |
Risk Adjusted Performance Peers Comparison
4DMEDICAL falls above the -0.04 peer average for Risk Adjusted Performance. Resonance Health leads at 0.0286 while Vitura Health registers the lowest at -0.1171. 4DMEDICAL's risk-adjusted return exceeds the peer average, indicating more efficient compensation for risk taken.
Risk Adjusted Performance Relative To Other Indicators
The chart below plots Risk Adjusted Performance against Maximum Drawdown for 4DMEDICAL and its peers. Each point represents one equity — position along the horizontal axis shows Risk Adjusted Performance while the vertical axis shows Maximum Drawdown. Equities that cluster in different quadrants carry distinct risk-return profiles. Use the dropdowns to swap in other indicators for either axis.
Comparing Risk Adjusted Performance (
0.01 ) to Maximum Drawdown (
45.08 ) for 4DMEDICAL yields a
3,243 multiple. This indicates Maximum Drawdown substantially exceeds Risk Adjusted Performance for 4DMEDICAL.
Methodology, Assumptions & Data Sources
4DMEDICAL has a current Risk Adjusted Performance reading of 0.0139. 4DMEDICAL's Risk Adjusted Performance is computed from historical closing prices over the selected time horizon, applying the indicator's defined mathematical transformation to raw price data. Data sources include daily closing prices from supported exchanges, with standard corporate action adjustments applied. The calculation assumes continuous price data across the selected period. All readings are presented as reference data.
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