Arbor Realty Risk Adjusted Performance
| ABR Stock | | | USD 5.85 -0.81 -12.16% |
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 Arbor Realty's current Risk Adjusted Performance with peer comparisons and related risk metrics.
Current Risk Adjusted Performance Value
A Risk Adjusted Performance of
-0.04 for Arbor Realty signals slightly negative risk-adjusted return. Arbor Realty's return has marginally failed to compensate for the volatility experienced.
RAP | = | (ER[a] - RFR) * STD[b])/STD[b]RFR |
| = | -0.04 | |
Risk Adjusted Performance Peers Comparison
Among sector peers, Arbor Realty's Risk Adjusted Performance of -0.0395 is below the -0.02 group average. The range runs from -0.0981 (PennyMac Mortgage Investment) to 0.0606 (Ellington Financial). Arbor Realty's risk-adjusted return trails the peer average, indicating less efficient compensation for the risk incurred.
Risk Adjusted Performance Relative To Other Indicators
The chart below plots Risk Adjusted Performance against Maximum Drawdown for Arbor Realty 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.
Compare Arbor Realty to PeersMethodology, Assumptions & Data Sources
Arbor Realty has a current Risk Adjusted Performance reading of -0.04. The Risk Adjusted Performance for Arbor Realty is produced by transforming raw price history into a standardized measure according to the indicator's defined methodology. The underlying data comes from exchange-reported daily closes with corporate action adjustments applied where relevant. Arbor Realty operates in the real estate sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. The calculation assumes continuous price data across the selected period. All readings are presented as reference data.
Other Technical Indicators