Granite Point Risk Adjusted Performance
| GPMT Stock | | | USD 1.47 -0.08 -5.16% |
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 Granite Point's current Risk Adjusted Performance with peer comparisons and related risk metrics.
Current Risk Adjusted Performance Value
Granite Point carries a Risk Adjusted Performance of
-0.11, consistent with slightly negative risk-adjusted return. Granite Point's return has marginally failed to compensate for the volatility experienced.
RAP | = | (ER[a] - RFR) * STD[b])/STD[b]RFR |
| = | -0.11 | |
Risk Adjusted Performance Peers Comparison
The peer group averages 0.04 for Risk Adjusted Performance, with Granite Point at -0.1055 falling below that level. Readings span -0.1265 (Sunrise Realty Trust) to 0.1791 (Acres Commercial Realty). Granite Point'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 Granite Point 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 Granite Point to PeersMethodology, Assumptions & Data Sources
Granite Point has a current Risk Adjusted Performance reading of -0.11. Granite Point's Risk Adjusted Performance is computed from historical closing prices over the selected time horizon, applying the indicator's defined mathematical transformation to raw price data. Price data is sourced from standardized end-of-day feeds across supported exchanges, normalized for corporate actions. Granite Point operates in the real estate 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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