Series Portfolios Risk Adjusted Performance
| ADPV ETF | | | USD 46.11 0.01 0.02% |
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 Series Portfolios's current Risk Adjusted Performance with peer comparisons and related risk metrics.
Current Risk Adjusted Performance Value
Series Portfolios has a Risk Adjusted Performance of 0.0663, indicating positive but modest risk-adjusted return. Series Portfolios has produced a positive return relative to risk, though the margin is limited.
RAP | = | (ER[a] - RFR) * STD[b])/STD[b]RFR |
| = | 0.0663 | |
Risk Adjusted Performance Peers Comparison
Series Portfolios falls below the 0.11 peer average for Risk Adjusted Performance. SPDR SAMPP Telecom leads at 0.2582 while Soundwatch Hedged Equity registers the lowest at -0.0462. Series Portfolios'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 Series Portfolios 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.
Series Portfolios produces
118.01 in Maximum Drawdown for each unit of Risk Adjusted Performance, with respective readings of
7.82 and
0.07 . This indicates Maximum Drawdown substantially exceeds Risk Adjusted Performance for Series Portfolios.
Methodology, Assumptions & Data Sources
Series Portfolios' Risk Adjusted Performance currently stands at 0.0663. The Risk Adjusted Performance for Series Portfolios applies a standardized calculation to daily closing prices and, where applicable, volume data across the selected period. 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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