Assurant Risk Adjusted Performance
| AIZ Stock | | | USD 231.51 -4.76 -2.01% |
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 Assurant's current Risk Adjusted Performance with peer comparisons and related risk metrics.
Current Risk Adjusted Performance Value
At
-0.02, Assurant's Risk Adjusted Performance indicates slightly negative risk-adjusted return. Assurant's return has marginally failed to compensate for the volatility experienced.
RAP | = | (ER[a] - RFR) * STD[b])/STD[b]RFR |
| = | -0.02 | |
Risk Adjusted Performance Peers Comparison
Among sector peers, Assurant's Risk Adjusted Performance of -0.0167 is below the 0.02 group average. The range runs from -0.0673 (Jefferies Financial Group) to 0.0938 (Globe Life). Assurant'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 Assurant 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 Assurant to PeersMethodology, Assumptions & Data Sources
The current Risk Adjusted Performance for Assurant is -0.02. The Risk Adjusted Performance for Assurant applies a standardized calculation to daily closing prices and, where applicable, volume data across the selected period. All inputs are based on exchange-reported closing prices, with adjustments for stock splits, dividends, and other corporate actions. Indicator accuracy depends on data continuity across the calculation period. Gaps in trading history may affect the output.
Other Technical Indicators