Farmmi Risk Adjusted Performance
| FAMI Stock | | | USD 1.18 -0.01 -0.84% |
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 Farmmi's current Risk Adjusted Performance with peer comparisons and related risk metrics.
Current Risk Adjusted Performance Value
With Risk Adjusted Performance at 0.0166, Farmmi shows positive but modest risk-adjusted return. Farmmi has produced a positive return relative to risk, though the margin is limited.
RAP | = | (ER[a] - RFR) * STD[b])/STD[b]RFR |
| = | 0.0166 | |
Risk Adjusted Performance Peers Comparison
Relative to peers, Farmmi's Risk Adjusted Performance is below the group average of 0.02. Peer readings range from -0.1039 (Oriental Rise Holdings) to 0.2291 (Stryve Foods), reflecting wide dispersion across the sector. Farmmi'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 Farmmi 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.
At
0.02 for Risk Adjusted Performance and
20.48 for Maximum Drawdown, Farmmi's cross-indicator ratio sits almost
1,234 . This indicates Maximum Drawdown substantially exceeds Risk Adjusted Performance for Farmmi.
Methodology, Assumptions & Data Sources
Farmmi has a current Risk Adjusted Performance reading of 0.0166. The Risk Adjusted Performance for Farmmi applies a standardized calculation to daily closing prices and, where applicable, volume data across the selected period. Data sources include daily closing prices from supported exchanges, with standard corporate action adjustments applied. The output reflects the selected calculation window — changing the horizon will produce different readings. This stock metric is provided for analytical reference.
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