DUNHAM MONTHLY Risk Adjusted Performance
| DNMDX Fund | | | USD 28.99 0.03 0.10% |
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 DUNHAM MONTHLY's current Risk Adjusted Performance with peer comparisons and related risk metrics.
Current Risk Adjusted Performance Value
DUNHAM MONTHLY has a Risk Adjusted Performance of 0.1692, indicating positive but modest risk-adjusted return. DUNHAM MONTHLY has produced a positive return relative to risk, though the margin is limited.
RAP | = | (ER[a] - RFR) * STD[b])/STD[b]RFR |
| = | 0.1692 | |
Risk Adjusted Performance Peers Comparison
DUNHAM MONTHLY falls above the 0.02 peer average for Risk Adjusted Performance. Templeton Emerging Markets leads at 0.1093 while Morgan Stanley India registers the lowest at -0.0756. DUNHAM MONTHLY'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 Dunham Monthly 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.
DUNHAM MONTHLY's Maximum Drawdown of
0.35 runs about
2.06 times its Risk Adjusted Performance of
0.17 . This indicates Maximum Drawdown is significantly higher than Risk Adjusted Performance for DUNHAM MONTHLY.
Methodology, Assumptions & Data Sources
The current Risk Adjusted Performance for DUNHAM MONTHLY is 0.1692. DUNHAM MONTHLY's 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. Indicator accuracy depends on data continuity across the calculation period. Gaps in trading history may affect the output.
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