YieldMax DIS Risk Adjusted Performance
| DISO ETF | | | 10.34 -0.06 -0.58% |
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 YieldMax DIS's current Risk Adjusted Performance with peer comparisons and related risk metrics.
Current Risk Adjusted Performance Value
A Risk Adjusted Performance of
-0.0025 for YieldMax DIS signals slightly negative risk-adjusted return. YieldMax DIS's return has marginally failed to compensate for the volatility experienced.
RAP | = | (ER[a] - RFR) * STD[b])/STD[b]RFR |
| = | -0.0025 | |
Risk Adjusted Performance Peers Comparison
Among sector peers, YieldMax DIS's Risk Adjusted Performance of -0.0025 is below the 0.04 group average. The range runs from -0.0803 (First Trust Exchange Traded) to 0.1863 (SGI Enhanced Nasdaq 100). YieldMax DIS'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 YieldMax DIS 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 YieldMax DIS to PeersMethodology, Assumptions & Data Sources
The current Risk Adjusted Performance for YieldMax DIS is -0.0025. This Risk Adjusted Performance reading for YieldMax DIS 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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