REGIONAL BANK Risk Adjusted Performance
| FRBAX Fund | | | USD 31.60 0.29 0.93% |
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 REGIONAL BANK's current Risk Adjusted Performance with peer comparisons and related risk metrics.
Current Risk Adjusted Performance Value
REGIONAL BANK registers a Risk Adjusted Performance of
-0.01, reflecting slightly negative risk-adjusted return. REGIONAL BANK's return has marginally failed to compensate for the volatility experienced.
RAP | = | (ER[a] - RFR) * STD[b])/STD[b]RFR |
| = | -0.01 | |
Risk Adjusted Performance Peers Comparison
REGIONAL BANK's Risk Adjusted Performance of -0.0133 falls below the 0.11 peer average. Values range from -0.0194 (Fadyx) to 0.1883 (Fobawx), with wide dispersion across the group. REGIONAL BANK'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 Regional Bank 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 REGIONAL BANK to PeersMethodology, Assumptions & Data Sources
REGIONAL BANK has a current Risk Adjusted Performance reading of -0.01. Risk Adjusted Performance for REGIONAL BANK is derived by applying a defined formula to historical price observations, producing a time-series of comparable readings. All inputs are based on exchange-reported closing prices, with adjustments for stock splits, dividends, and other corporate actions. Indicator accuracy depends on data continuity across the calculation period. Gaps in trading history may affect the output.
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