Solowin Holdings Risk Adjusted Performance
| AXG Stock | | | 3.65 -0.11 -2.93% |
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 Solowin Holdings's current Risk Adjusted Performance with peer comparisons and related risk metrics.
Current Risk Adjusted Performance Value
Solowin Holdings's Risk Adjusted Performance of 0.0289 reflects positive but modest risk-adjusted return. Solowin Holdings has produced a positive return relative to risk, though the margin is limited.
RAP | = | (ER[a] - RFR) * STD[b])/STD[b]RFR |
| = | 0.0289 | |
Risk Adjusted Performance Peers Comparison
Solowin Holdings falls above the -0.14 peer average for Risk Adjusted Performance. leads at 0.0 while BCP Investment Corp registers the lowest at -0.2087. Solowin Holdings'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 Solowin Holdings 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.
Solowin Holdings records a Risk Adjusted Performance of
0.03 and a Maximum Drawdown of
18.26 , yielding roughly
631.94 units of Maximum Drawdown per Risk Adjusted Performance. This indicates Maximum Drawdown substantially exceeds Risk Adjusted Performance for Solowin Holdings.
Methodology, Assumptions & Data Sources
The current Risk Adjusted Performance for Solowin Holdings is 0.0289. This Risk Adjusted Performance reading for Solowin Holdings 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. The output reflects the selected calculation window — changing the horizon will produce different readings. This stock metric is provided for analytical reference.
Other Technical Indicators