Avantis International Risk Adjusted Performance
| AVDE ETF | | | USD 91.02 -0.30 -0.33% |
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 Avantis International's current Risk Adjusted Performance with peer comparisons and related risk metrics.
Current Risk Adjusted Performance Value
At 0.0681, Avantis International's Risk Adjusted Performance indicates positive but modest risk-adjusted return. Avantis International has produced a positive return relative to risk, though the margin is limited.
RAP | = | (ER[a] - RFR) * STD[b])/STD[b]RFR |
| = | 0.0681 | |
Risk Adjusted Performance Peers Comparison
Among sector peers, Avantis International's Risk Adjusted Performance of 0.0681 is below the 0.1 group average. The range runs from 0.041 (Dimensional International Core) to 0.1785 (Vanguard Energy Index). Avantis International'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 Avantis International 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.
With Risk Adjusted Performance at
0.07 and Maximum Drawdown at
5.67 , Avantis International shows a
83.33 -to-one ratio between these indicators. This indicates Maximum Drawdown substantially exceeds Risk Adjusted Performance for Avantis International.
Methodology, Assumptions & Data Sources
Avantis International's Risk Adjusted Performance currently stands at 0.0681. Risk Adjusted Performance for Avantis International is derived by applying a defined formula to historical price observations, producing a time-series of comparable readings. 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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