Fate Therapeutics Risk Adjusted Performance
| FATE Stock | | | USD 2.39 -0.04 -1.65% |
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 Fate Therapeutics's current Risk Adjusted Performance with peer comparisons and related risk metrics.
Current Risk Adjusted Performance Value
At 0.1966, Fate Therapeutics's Risk Adjusted Performance indicates positive but modest risk-adjusted return. Fate Therapeutics has produced a positive return relative to risk, though the margin is limited.
RAP | = | (ER[a] - RFR) * STD[b])/STD[b]RFR |
| = | 0.1966 | |
Risk Adjusted Performance Peers Comparison
Among sector peers, Fate Therapeutics's Risk Adjusted Performance of 0.1966 is above the 0.06 group average. The range runs from -0.0737 (PepGen) to 0.1992 (Prelude Therapeutics). Fate Therapeutics'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 Fate Therapeutics 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.
With Risk Adjusted Performance at
0.20 and Maximum Drawdown at
34.08 , Fate Therapeutics shows a
173.33 -to-one ratio between these indicators. This indicates Maximum Drawdown substantially exceeds Risk Adjusted Performance for Fate Therapeutics.
Methodology, Assumptions & Data Sources
Fate Therapeutics' Risk Adjusted Performance currently stands at 0.1966. The Risk Adjusted Performance for Fate Therapeutics is produced by transforming raw price history into a standardized measure according to the indicator's defined methodology. The underlying data comes from exchange-reported daily closes with corporate action adjustments applied where relevant. Fate Therapeutics operates in the health care sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. Results are based on historical returns and do not predict future performance. This indicator is provided for informational purposes.
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