Ashford Hospitality Risk Adjusted Performance
| AHT Stock | | | USD 3.08 -0.03 -0.96% |
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 Ashford Hospitality's current Risk Adjusted Performance with peer comparisons and related risk metrics.
Current Risk Adjusted Performance Value
At
-0.08, Ashford Hospitality exhibits slightly negative risk-adjusted return in Risk Adjusted Performance. Ashford Hospitality's return has marginally failed to compensate for the volatility experienced.
RAP | = | (ER[a] - RFR) * STD[b])/STD[b]RFR |
| = | -0.08 | |
Risk Adjusted Performance Peers Comparison
Ashford Hospitality's Risk Adjusted Performance of -0.0796 falls below the -0.02 peer average. Values range from -0.2191 (reAlpha Tech Corp) to 0.1123 (Sotherly Hotels), with tight clustering across the group. Ashford Hospitality'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 Ashford Hospitality 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 Ashford Hospitality to PeersMethodology, Assumptions & Data Sources
Ashford Hospitality's Risk Adjusted Performance currently stands at -0.08. Ashford Hospitality's Risk Adjusted Performance is computed from historical closing prices over the selected time horizon, applying the indicator's defined mathematical transformation to raw price data. The underlying data comes from exchange-reported daily closes with corporate action adjustments applied where relevant. Ashford Hospitality operates in the real estate 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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