Discipline Fund Risk Adjusted Performance
| DSCFDelisted ETF | | | USD 24.80 -0.12 -0.48% |
The Risk Adjusted Performance profile for Discipline Fund below includes current and historical values with sector peer benchmarks. For broader technical analysis across instruments, Risk Adjusted Performance data is also available in
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Discipline Fund Volatility paired with
Discipline Fund Price History provides supplemental context on Discipline Fund.
Current Risk Adjusted Performance Value
At 0.0329, Discipline Fund's Risk Adjusted Performance indicates positive but modest risk-adjusted return. Discipline Fund has produced a positive return relative to risk, though the margin is limited.
RAP | = | (ER[a] - RFR) * STD[b])/STD[b]RFR |
| = | 0.0329 | |
Risk Adjusted Performance Peers Comparison
Among sector peers, Discipline Fund's Risk Adjusted Performance of 0.0329 is below the 0.07 group average. The range runs from -0.0082 (FundX Investment Trust) to 0.1195 (American Century ETF). Discipline Fund'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 Discipline Fund 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.
Discipline Fund records a Risk Adjusted Performance of
0.03 and a Maximum Drawdown of
2.21 , yielding roughly
67.31 units of Maximum Drawdown per Risk Adjusted Performance. This indicates Maximum Drawdown substantially exceeds Risk Adjusted Performance for Discipline Fund.
Methodology, Assumptions & Data Sources
Discipline Fund's Risk Adjusted Performance currently stands at 0.0329. The Risk Adjusted Performance for Discipline Fund is produced by transforming raw price history into a standardized measure according to the indicator's defined methodology. Data sources include daily closing prices from supported exchanges, with standard corporate action adjustments applied. Results are based on historical returns and do not predict future performance. This indicator is provided for informational purposes.
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