Neuberger Berman Risk Adjusted Performance
| NHS Fund | | | USD 6.49 -0.03 -0.46% |
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 Neuberger Berman's current Risk Adjusted Performance with peer comparisons and related risk metrics.
Current Risk Adjusted Performance Value
A Risk Adjusted Performance of
-0.16 for Neuberger Berman signals slightly negative risk-adjusted return. Neuberger Berman's return has marginally failed to compensate for the volatility experienced.
RAP | = | (ER[a] - RFR) * STD[b])/STD[b]RFR |
| = | -0.16 | |
Risk Adjusted Performance Peers Comparison
Among sector peers, Neuberger Berman's Risk Adjusted Performance of -0.1609 is below the 0.11 group average. The range runs from -0.0079 (Western Asset High) to 0.3082 (BlackRock Munivest). Neuberger Berman'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 Neuberger Berman 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 Neuberger Berman to PeersMethodology, Assumptions & Data Sources
Neuberger Berman's Risk Adjusted Performance currently stands at -0.16. This Risk Adjusted Performance reading for Neuberger Berman results from applying the indicator's calculation rules to price and volume data over the selected window. All inputs are based on exchange-reported closing prices, with adjustments for stock splits, dividends, and other corporate actions. 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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