BLACKROCK ALL-CAP Risk Adjusted Performance
| BACAX Fund | | | USD 17.48 -0.13 -0.74% |
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 BLACKROCK ALL-CAP's current Risk Adjusted Performance with peer comparisons and related risk metrics.
Current Risk Adjusted Performance Value
BLACKROCK ALL-CAP registers a Risk Adjusted Performance of 0.1056, reflecting positive but modest risk-adjusted return. BLACKROCK ALL-CAP has produced a positive return relative to risk, though the margin is limited.
RAP | = | (ER[a] - RFR) * STD[b])/STD[b]RFR |
| = | 0.1056 | |
Risk Adjusted Performance Peers Comparison
BLACKROCK ALL-CAP's Risk Adjusted Performance of 0.1056 falls above the 0.07 peer average. Values range from 0.0065 (Pro Blend Moderate Term) to 0.1181 (Stock Index Fund), with wide dispersion across the group. BLACKROCK ALL-CAP'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 BlackRock All 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.
BLACKROCK ALL-CAP's Maximum Drawdown of
5.72 runs about
54.21 times its Risk Adjusted Performance of
0.11 . This indicates Maximum Drawdown substantially exceeds Risk Adjusted Performance for BLACKROCK ALL-CAP.
Methodology, Assumptions & Data Sources
The current Risk Adjusted Performance for BLACKROCK ALL-CAP is 0.1056. Risk Adjusted Performance for BLACKROCK ALL-CAP is derived by applying a defined formula to historical price observations, producing a time-series of comparable readings. The underlying data comes from exchange-reported daily closes with corporate action adjustments applied where relevant. BLACKROCK ALL-CAP operates in the equity 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.
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