Charter Communications Risk Adjusted Performance
| CQD Stock | | | 135.22 -5.92 -4.19% |
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 Charter Communications's current Risk Adjusted Performance with peer comparisons and related risk metrics.
Current Risk Adjusted Performance Value
At
-0.01, Charter Communications's Risk Adjusted Performance indicates slightly negative risk-adjusted return. Charter Communications's return has marginally failed to compensate for the volatility experienced.
RAP | = | (ER[a] - RFR) * STD[b])/STD[b]RFR |
| = | -0.01 | |
Risk Adjusted Performance Peers Comparison
Relative to peers, Charter Communications's Risk Adjusted Performance is below the group average of 0.04. Peer readings range from -0.0747 (AIR CHINA LTD) to 0.1909 (AIR PRODCHEMICALS), reflecting wide dispersion across the sector. Charter Communications'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 Charter Communications 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 Charter Communications to PeersMethodology, Assumptions & Data Sources
Charter Communications' Risk Adjusted Performance currently stands at -0.01. Charter Communications' Risk Adjusted Performance is computed from historical closing prices over the selected time horizon, applying the indicator's defined mathematical transformation to raw price data. Inputs are drawn from end-of-day closing prices reported by supported exchanges, adjusted for splits and dividends where applicable. 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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