Cognition Therapeutics Risk Adjusted Performance
| CGTX Stock | | | USD 1.18 -0.03 -2.48% |
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 Cognition Therapeutics's current Risk Adjusted Performance with peer comparisons and related risk metrics.
Current Risk Adjusted Performance Value
The current Risk Adjusted Performance of 0.0776 places Cognition Therapeutics at positive but modest risk-adjusted return. Cognition Therapeutics has produced a positive return relative to risk, though the margin is limited.
RAP | = | (ER[a] - RFR) * STD[b])/STD[b]RFR |
| = | 0.0776 | |
Risk Adjusted Performance Peers Comparison
Relative to peers, Cognition Therapeutics's Risk Adjusted Performance is above the group average of 0.06. Peer readings range from -0.0874 (Tevogen Bio Holdings) to 0.2485 (Opus Genetics), reflecting wide dispersion across the sector. Cognition Therapeutics'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 Cognition Therapeutics 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.
Cognition Therapeutics's Maximum Drawdown of
40.10 runs about
516.75 times its Risk Adjusted Performance of
0.08 . This indicates Maximum Drawdown substantially exceeds Risk Adjusted Performance for Cognition Therapeutics.
Methodology, Assumptions & Data Sources
Cognition Therapeutics has a current Risk Adjusted Performance reading of 0.0776. This Risk Adjusted Performance reading for Cognition Therapeutics results from applying the indicator's calculation rules to price and volume data over the selected window. Inputs are drawn from end-of-day closing prices reported by supported exchanges, adjusted for splits and dividends where applicable. Cognition Therapeutics operates in the health care 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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