Blrc Sgy Risk Adjusted Performance
| MDMTX Fund | | | USD 10.39 0.02 0.19% |
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 Blrc Sgy's current Risk Adjusted Performance with peer comparisons and related risk metrics.
Current Risk Adjusted Performance Value
Blrc Sgy's Risk Adjusted Performance of
-0.01 reflects slightly negative risk-adjusted return. Blrc Sgy's return has marginally failed to compensate for the volatility experienced.
RAP | = | (ER[a] - RFR) * STD[b])/STD[b]RFR |
| = | -0.01 | |
Risk Adjusted Performance Peers Comparison
Blrc Sgy falls above the -0.03 peer average for Risk Adjusted Performance. leads at 0.0 while Financials Ultrasector Profund registers the lowest at -0.0512. Blrc Sgy'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 Blrc Sgy 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 Blrc Sgy to PeersMethodology, Assumptions & Data Sources
The current Risk Adjusted Performance for Blrc Sgy is -0.01. Risk Adjusted Performance for Blrc Sgy is derived by applying a defined formula to historical price observations, producing a time-series of comparable readings. The underlying data comes from exchange-reported daily closes with corporate action adjustments applied where relevant. Blrc Sgy operates in the municipal bond funds sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. 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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