WisdomTree International Risk Adjusted Performance
| NTSI ETF | | | USD 46.34 -0.23 -0.49% |
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 WisdomTree International's current Risk Adjusted Performance with peer comparisons and related risk metrics.
Current Risk Adjusted Performance Value
At
-0.02, WisdomTree International's Risk Adjusted Performance indicates slightly negative risk-adjusted return. WisdomTree International's return has marginally failed to compensate for the volatility experienced.
RAP | = | (ER[a] - RFR) * STD[b])/STD[b]RFR |
| = | -0.02 | |
Risk Adjusted Performance Peers Comparison
Among sector peers, WisdomTree International's Risk Adjusted Performance of -0.0196 is below the 0.05 group average. The range runs from -0.0263 (Federated Hermes Strategic) to 0.1207 (First Trust Active). WisdomTree International'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 WisdomTree International 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 WisdomTree International to PeersMethodology, Assumptions & Data Sources
WisdomTree International has a current Risk Adjusted Performance reading of -0.02. Risk Adjusted Performance for WisdomTree International 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. The calculation assumes continuous price data across the selected period. All readings are presented as reference data.
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