CAE Risk Adjusted Performance
| CAE Stock | | | USD 25.32 -0.08 -0.31% |
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 CAE's current Risk Adjusted Performance with peer comparisons and related risk metrics.
Current Risk Adjusted Performance Value
At
-0.15, CAE exhibits slightly negative risk-adjusted return in Risk Adjusted Performance. CAE's return has marginally failed to compensate for the volatility experienced.
RAP | = | (ER[a] - RFR) * STD[b])/STD[b]RFR |
| = | -0.15 | |
Risk Adjusted Performance Peers Comparison
CAE's Risk Adjusted Performance of -0.1538 falls below the 0.0 peer average. Values range from -0.1539 (StandardAero) to 0.1593 (Regal Beloit), with tight clustering across the group. CAE'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 CAE 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.
Compare CAE to PeersMethodology, Assumptions & Data Sources
CAE's Risk Adjusted Performance currently stands at -0.15. Risk Adjusted Performance for CAE 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. CAE operates in the industrials sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. The calculation assumes continuous price data across the selected period. All readings are presented as reference data.
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