Calavo Growers Risk Adjusted Performance
| CVGW Stock | | | USD 27.99 -0.04 -0.14% |
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 Calavo Growers's current Risk Adjusted Performance with peer comparisons and related risk metrics.
Current Risk Adjusted Performance Value
At 0.1128, Calavo Growers exhibits positive but modest risk-adjusted return in Risk Adjusted Performance. Calavo Growers has produced a positive return relative to risk, though the margin is limited.
RAP | = | (ER[a] - RFR) * STD[b])/STD[b]RFR |
| = | 0.1128 | |
Risk Adjusted Performance Peers Comparison
Calavo Growers's Risk Adjusted Performance of 0.1128 falls above the 0.04 peer average. Values range from -0.0366 (Mamas Creations) to 0.1267 (Lifeway Foods), with wide dispersion across the group. Calavo Growers'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 Calavo Growers 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.
Calavo Growers produces
73.12 in Maximum Drawdown for each unit of Risk Adjusted Performance, with respective readings of
8.25 and
0.11 . This indicates Maximum Drawdown substantially exceeds Risk Adjusted Performance for Calavo Growers.
Methodology, Assumptions & Data Sources
The current Risk Adjusted Performance for Calavo Growers is 0.1128. This Risk Adjusted Performance reading for Calavo Growers results from applying the indicator's calculation rules to price and volume data over the selected window. Price data is sourced from standardized end-of-day feeds across supported exchanges, normalized for corporate actions. 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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