Cambiar Aggressive Risk Adjusted Performance
| CAMX ETF | | | 33.92 -0.16 -0.47% |
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 Cambiar Aggressive's current Risk Adjusted Performance with peer comparisons and related risk metrics.
Current Risk Adjusted Performance Value
Cambiar Aggressive registers a Risk Adjusted Performance of 0.0186, reflecting positive but modest risk-adjusted return. Cambiar Aggressive has produced a positive return relative to risk, though the margin is limited.
RAP | = | (ER[a] - RFR) * STD[b])/STD[b]RFR |
| = | 0.0186 | |
Risk Adjusted Performance Peers Comparison
The peer group averages 0.04 for Risk Adjusted Performance, with Cambiar Aggressive at 0.0186 falling below that level. Readings span 0.0063 (FlexShares Developed Markets) to 0.0948 (Collaborative Investment Series). Cambiar Aggressive'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 Cambiar Aggressive 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.
Cambiar Aggressive's Maximum Drawdown of
4.16 runs about
223.63 times its Risk Adjusted Performance of
0.02 . This indicates Maximum Drawdown substantially exceeds Risk Adjusted Performance for Cambiar Aggressive.
Methodology, Assumptions & Data Sources
The current Risk Adjusted Performance for Cambiar Aggressive is 0.0186. The Risk Adjusted Performance for Cambiar Aggressive is produced by transforming raw price history into a standardized measure according to the indicator's defined methodology. Price data is sourced from standardized end-of-day feeds across supported exchanges, normalized for corporate actions. Indicator accuracy depends on data continuity across the calculation period. Gaps in trading history may affect the output.
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