AB Active Risk Adjusted Performance
| LRGC ETF | | | 82.40 -0.02 -0.02% |
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 AB Active's current Risk Adjusted Performance with peer comparisons and related risk metrics.
Current Risk Adjusted Performance Value
The Risk Adjusted Performance of 0.0984 for AB Active indicates positive but modest risk-adjusted return. AB Active has produced a positive return relative to risk, though the margin is limited.
RAP | = | (ER[a] - RFR) * STD[b])/STD[b]RFR |
| = | 0.0984 | |
Risk Adjusted Performance Peers Comparison
AB Active's Risk Adjusted Performance of 0.0984 falls below the 0.11 peer average. Values range from 0.0361 (Fidelity Dividend ETF) to 0.1433 (Vident Core Equity), with moderate dispersion across the group. AB Active'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 AB Active 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.
With Risk Adjusted Performance at
0.10 and Maximum Drawdown at
3.64 , AB Active shows a
37.03 -to-one ratio between these indicators. This indicates Maximum Drawdown substantially exceeds Risk Adjusted Performance for AB Active.
Methodology, Assumptions & Data Sources
The current Risk Adjusted Performance for AB Active is 0.0984. This Risk Adjusted Performance reading for AB Active results from applying the indicator's calculation rules to price and volume data over the selected window. The underlying data comes from exchange-reported daily closes with corporate action adjustments applied where relevant. Values are specific to the selected time horizon and may differ across measurement periods. This indicator does not constitute investment advice.
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