Lucas GC Risk Adjusted Performance
| LGCL Stock | | | 1.77 -0.03 -1.67% |
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 Lucas GC's current Risk Adjusted Performance with peer comparisons and related risk metrics.
Current Risk Adjusted Performance Value
The current Risk Adjusted Performance of 0.0314 places Lucas GC at positive but modest risk-adjusted return. Lucas GC has produced a positive return relative to risk, though the margin is limited.
RAP | = | (ER[a] - RFR) * STD[b])/STD[b]RFR |
| = | 0.0314 | |
Risk Adjusted Performance Peers Comparison
Relative to peers, Lucas GC's Risk Adjusted Performance is above the group average of 0.0. Peer readings range from -0.2267 (Banzai International) to 0.1381 (XIAO I American), reflecting tight clustering across the sector. Lucas GC'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 Lucas GC 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.
The Maximum Drawdown-to-Risk Adjusted Performance ratio for Lucas GC sits near
882.62 , with Risk Adjusted Performance at
0.03 and Maximum Drawdown at
27.71 . This indicates Maximum Drawdown substantially exceeds Risk Adjusted Performance for Lucas GC.
Methodology, Assumptions & Data Sources
Lucas GC has a current Risk Adjusted Performance reading of 0.0314. Risk Adjusted Performance for Lucas GC is derived by applying a defined formula to historical price observations, producing a time-series of comparable readings. Data sources include daily closing prices from supported exchanges, with standard corporate action adjustments applied. Indicator accuracy depends on data continuity across the calculation period. Gaps in trading history may affect the output.
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