GROWTH FUND Risk Adjusted Performance
| GFFFX Fund | | | USD 85.03 0.59 0.70% |
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 GROWTH FUND's current Risk Adjusted Performance with peer comparisons and related risk metrics.
Current Risk Adjusted Performance Value
GROWTH FUND has a Risk Adjusted Performance of 0.1028, indicating positive but modest risk-adjusted return. GROWTH FUND has produced a positive return relative to risk, though the margin is limited.
RAP | = | (ER[a] - RFR) * STD[b])/STD[b]RFR |
| = | 0.1028 | |
Risk Adjusted Performance Peers Comparison
GROWTH FUND falls above the 0.1 peer average for Risk Adjusted Performance. American Balanced Fund leads at 0.1141 while Growth Fund Of registers the lowest at 0.0999. GROWTH FUND'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 Growth 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.
GROWTH FUND's Maximum Drawdown of
4.88 runs about
47.49 times its Risk Adjusted Performance of
0.10 . This indicates Maximum Drawdown substantially exceeds Risk Adjusted Performance for GROWTH FUND.
Methodology, Assumptions & Data Sources
GROWTH FUND's Risk Adjusted Performance currently stands at 0.1028. This Risk Adjusted Performance reading for GROWTH FUND results from applying the indicator's calculation rules to price and volume data over the selected window. Inputs are drawn from end-of-day closing prices reported by supported exchanges, adjusted for splits and dividends where applicable. GROWTH FUND operates in the large growth funds sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. Indicator accuracy depends on data continuity across the calculation period. Gaps in trading history may affect the output.
Other Technical Indicators