Mid Cap Risk Adjusted Performance
| AMDVX Fund | | | USD 15.86 0.05 0.32% |
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 Mid Cap's current Risk Adjusted Performance with peer comparisons and related risk metrics.
Current Risk Adjusted Performance Value
Mid Cap's Risk Adjusted Performance of 0.0103 reflects positive but modest risk-adjusted return. Mid Cap has produced a positive return relative to risk, though the margin is limited.
RAP | = | (ER[a] - RFR) * STD[b])/STD[b]RFR |
| = | 0.0103 | |
Risk Adjusted Performance Peers Comparison
Mid Cap falls below the 0.06 peer average for Risk Adjusted Performance. Hartford Schroders Emerging leads at 0.1113 while Franklin Mutual Shares registers the lowest at 0.0114. Mid Cap'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 Mid Cap 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.
Mid Cap's Maximum Drawdown of
3.32 runs about
322.46 times its Risk Adjusted Performance of
0.01 . This indicates Maximum Drawdown substantially exceeds Risk Adjusted Performance for Mid Cap.
Methodology, Assumptions & Data Sources
Mid Cap's Risk Adjusted Performance currently stands at 0.0103. Risk Adjusted Performance for Mid Cap is derived by applying a defined formula to historical price observations, producing a time-series of comparable readings. All inputs are based on exchange-reported closing prices, with adjustments for stock splits, dividends, and other corporate actions. Values are specific to the selected time horizon and may differ across measurement periods. This indicator does not constitute investment advice.
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