Gabelli Utility Risk Adjusted Performance
| GUT Fund | | | USD 6.16 0.04 0.65% |
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 Gabelli Utility's current Risk Adjusted Performance with peer comparisons and related risk metrics.
Current Risk Adjusted Performance Value
The current Risk Adjusted Performance of 0.0714 places Gabelli Utility at positive but modest risk-adjusted return. Gabelli Utility has produced a positive return relative to risk, though the margin is limited.
RAP | = | (ER[a] - RFR) * STD[b])/STD[b]RFR |
| = | 0.0714 | |
Risk Adjusted Performance Peers Comparison
Relative to peers, Gabelli Utility's Risk Adjusted Performance is above the group average of 0.06. Peer readings range from -0.0728 (BlackRock Limited Duration) to 0.217 (Royce Micro Cap), reflecting wide dispersion across the sector. Gabelli Utility'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 Gabelli Utility 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.
Comparing Risk Adjusted Performance (
0.07 ) to Maximum Drawdown (
5.52 ) for Gabelli Utility yields a
77.35 multiple. This indicates Maximum Drawdown substantially exceeds Risk Adjusted Performance for Gabelli Utility.
Methodology, Assumptions & Data Sources
Gabelli Utility has a current Risk Adjusted Performance reading of 0.0714. Risk Adjusted Performance for Gabelli Utility is derived by applying a defined formula to historical price observations, producing a time-series of comparable readings. Inputs are drawn from end-of-day closing prices reported by supported exchanges, adjusted for splits and dividends where applicable. The output reflects the selected calculation window — changing the horizon will produce different readings. This fund metric is provided for analytical reference.
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