Agilon Health Risk Adjusted Performance
| AGL Stock | | | USD 27.75 -0.10 -0.36% |
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 Agilon Health's current Risk Adjusted Performance with peer comparisons and related risk metrics.
Current Risk Adjusted Performance Value
Agilon Health carries a Risk Adjusted Performance of 0.0998, consistent with positive but modest risk-adjusted return. Agilon Health has produced a positive return relative to risk, though the margin is limited.
RAP | = | (ER[a] - RFR) * STD[b])/STD[b]RFR |
| = | 0.0998 | |
Risk Adjusted Performance Peers Comparison
The peer group averages 0.02 for Risk Adjusted Performance, with Agilon Health at 0.0998 falling above that level. Readings span -0.2247 (Definitive Healthcare Corp) to 0.1361 (Enhabit). Agilon Health'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 Agilon Health 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.
The Maximum Drawdown-to-Risk Adjusted Performance ratio for Agilon Health sits near
469.98 , with Risk Adjusted Performance at
0.10 and Maximum Drawdown at
46.90 . This indicates Maximum Drawdown substantially exceeds Risk Adjusted Performance for Agilon Health.
Methodology, Assumptions & Data Sources
Agilon Health has a current Risk Adjusted Performance reading of 0.0998. The Risk Adjusted Performance for Agilon Health applies a standardized calculation to daily closing prices and, where applicable, volume data across the selected period. The underlying data comes from exchange-reported daily closes with corporate action adjustments applied where relevant. Agilon Health 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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