Antero Midstream Risk Adjusted Performance
| AM Stock | | | USD 21.37 -0.01 -0.05% |
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 Antero Midstream's current Risk Adjusted Performance with peer comparisons and related risk metrics.
Current Risk Adjusted Performance Value
Antero Midstream carries a Risk Adjusted Performance of 0.1737, consistent with positive but modest risk-adjusted return. Antero Midstream has produced a positive return relative to risk, though the margin is limited.
RAP | = | (ER[a] - RFR) * STD[b])/STD[b]RFR |
| = | 0.1737 | |
Risk Adjusted Performance Peers Comparison
The peer group averages 0.16 for Risk Adjusted Performance, with Antero Midstream at 0.1737 falling above that level. Readings span 0.073 (Antero Resources Corp) to 0.2633 (Permian Resources). Antero Midstream'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 Antero Midstream 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.
Antero Midstream shows nearly
29.69 of Maximum Drawdown per unit of Risk Adjusted Performance (
0.17 versus
5.16 ). This indicates Maximum Drawdown substantially exceeds Risk Adjusted Performance for Antero Midstream.
Methodology, Assumptions & Data Sources
The current Risk Adjusted Performance for Antero Midstream is 0.1737. This Risk Adjusted Performance reading for Antero Midstream results from applying the indicator's calculation rules to price and volume data over the selected window. Data sources include daily closing prices from supported exchanges, with standard corporate action adjustments applied. Antero Midstream operates in the energy sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. Values are specific to the selected time horizon and may differ across measurement periods. This indicator does not constitute investment advice.
Other Technical Indicators