Adams Diversified Risk Adjusted Performance
| ADX Fund | | | USD 24.74 0.14 0.57% |
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 Adams Diversified's current Risk Adjusted Performance with peer comparisons and related risk metrics.
Current Risk Adjusted Performance Value
At 0.0924, Adams Diversified exhibits positive but modest risk-adjusted return in Risk Adjusted Performance. Adams Diversified has produced a positive return relative to risk, though the margin is limited.
RAP | = | (ER[a] - RFR) * STD[b])/STD[b]RFR |
| = | 0.0924 | |
Risk Adjusted Performance Peers Comparison
Adams Diversified's Risk Adjusted Performance of 0.0924 falls above the 0.0 peer average. Values range from -0.1211 (PIMCO Corporate Income) to 0.11 (Balanced Fund Class), with tight clustering across the group. Adams Diversified'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 Adams Diversified 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.
Adams Diversified's Maximum Drawdown of
5.60 runs about
60.58 times its Risk Adjusted Performance of
0.09 . This indicates Maximum Drawdown substantially exceeds Risk Adjusted Performance for Adams Diversified.
Methodology, Assumptions & Data Sources
The current Risk Adjusted Performance for Adams Diversified is 0.0924. Risk Adjusted Performance for Adams Diversified is derived by applying a defined formula to historical price observations, producing a time-series of comparable readings. The underlying data comes from exchange-reported daily closes with corporate action adjustments applied where relevant. The calculation assumes continuous price data across the selected period. All readings are presented as reference data.
Other Technical Indicators