Abpro Holdings Risk Adjusted Performance
| ABP Stock | | | 0.16 -6.34 -97.49% |
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 Abpro Holdings's current Risk Adjusted Performance with peer comparisons and related risk metrics.
Current Risk Adjusted Performance Value
At 0.219, Abpro Holdings exhibits positive but modest risk-adjusted return in Risk Adjusted Performance. Abpro Holdings has produced a positive return relative to risk, though the margin is limited.
RAP | = | (ER[a] - RFR) * STD[b])/STD[b]RFR |
| = | 0.219 | |
Risk Adjusted Performance Peers Comparison
Abpro Holdings's Risk Adjusted Performance of 0.219 falls above the -0.01 peer average. Values range from -0.0967 (Evogene) to 0.1176 (Sensei Biotherapeutics), with tight clustering across the group. Abpro Holdings'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 Abpro Holdings 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.
Abpro Holdings's Risk Adjusted Performance reads
0.22 while Maximum Drawdown reads
5,456 , a
24,912 ratio between the two. This indicates Maximum Drawdown substantially exceeds Risk Adjusted Performance for Abpro Holdings.
Methodology, Assumptions & Data Sources
The current Risk Adjusted Performance for Abpro Holdings is 0.219. This Risk Adjusted Performance reading for Abpro Holdings results from applying the indicator's calculation rules to price and volume data over the selected window. Inputs are drawn from end-of-day closing prices reported by supported exchanges, adjusted for splits and dividends where applicable. Abpro Holdings operates in the health care sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. Indicator accuracy depends on data continuity across the calculation period. Gaps in trading history may affect the output.
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