ONE CHOICE Risk Adjusted Performance
| ARCVX Fund | | | USD 12.69 0.03 0.24% |
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 ONE CHOICE's current Risk Adjusted Performance with peer comparisons and related risk metrics.
Current Risk Adjusted Performance Value
The current Risk Adjusted Performance of 0.0249 places ONE CHOICE at positive but modest risk-adjusted return. ONE CHOICE has produced a positive return relative to risk, though the margin is limited.
RAP | = | (ER[a] - RFR) * STD[b])/STD[b]RFR |
| = | 0.0249 | |
Risk Adjusted Performance Peers Comparison
Among sector peers, ONE CHOICE's Risk Adjusted Performance of 0.0249 is below the 0.04 group average. The range runs from 0.0205 (One Choice Portfolio) to 0.0857 (Columbia Capital Allocation). ONE CHOICE'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 One Choice 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.
ONE CHOICE's Maximum Drawdown of
2.27 runs about
91.35 times its Risk Adjusted Performance of
0.02 . This indicates Maximum Drawdown substantially exceeds Risk Adjusted Performance for ONE CHOICE.
Methodology, Assumptions & Data Sources
ONE CHOICE has a current Risk Adjusted Performance reading of 0.0249. ONE CHOICE'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. Data sources include daily closing prices from supported exchanges, with standard corporate action adjustments applied. 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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