Crowdstrike Holdings Risk Adjusted Performance
| CRWD Stock | | | USD 527.77 22.05 4.36% |
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 Crowdstrike Holdings's current Risk Adjusted Performance with peer comparisons and related risk metrics.
Current Risk Adjusted Performance Value
Crowdstrike Holdings's Risk Adjusted Performance of 0.1167 reflects positive but modest risk-adjusted return. Crowdstrike Holdings has produced a positive return relative to risk, though the margin is limited.
RAP | = | (ER[a] - RFR) * STD[b])/STD[b]RFR |
| = | 0.1167 | |
Risk Adjusted Performance Peers Comparison
Crowdstrike Holdings falls above the 0.09 peer average for Risk Adjusted Performance. Analog Devices leads at 0.1877 while Accenture plc registers the lowest at -0.1342. Crowdstrike Holdings'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 Crowdstrike Holdings 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.
With Risk Adjusted Performance at
0.12 and Maximum Drawdown at
14.71 , Crowdstrike Holdings shows a
126.06 -to-one ratio between these indicators. This indicates Maximum Drawdown substantially exceeds Risk Adjusted Performance for Crowdstrike Holdings.
Methodology, Assumptions & Data Sources
The current Risk Adjusted Performance for Crowdstrike Holdings is 0.1167. This Risk Adjusted Performance reading for Crowdstrike Holdings results from applying the indicator's calculation rules to price and volume data over the selected window. The underlying data comes from exchange-reported daily closes with corporate action adjustments applied where relevant. Crowdstrike Holdings operates in the information technology sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. Indicator accuracy depends on data continuity across the calculation period. Gaps in trading history may affect the output.
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