US Treasury Risk Adjusted Performance
| OBIL ETF | | | 50.10 0.01 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 US Treasury's current Risk Adjusted Performance with peer comparisons and related risk metrics.
Current Risk Adjusted Performance Value
US Treasury's Risk Adjusted Performance of
-0.18 reflects slightly negative risk-adjusted return. US Treasury's return has marginally failed to compensate for the volatility experienced.
RAP | = | (ER[a] - RFR) * STD[b])/STD[b]RFR |
| = | -0.18 | |
Risk Adjusted Performance Peers Comparison
US Treasury falls below the 0.06 peer average for Risk Adjusted Performance. iShares Bloomberg Roll leads at 0.1942 while Simplify Aggregate Bond registers the lowest at -0.1156. US Treasury'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 US Treasury 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 US Treasury to PeersMethodology, Assumptions & Data Sources
US Treasury's Risk Adjusted Performance currently stands at -0.18. US Treasury's Risk Adjusted Performance is computed from historical closing prices over the selected time horizon, applying the indicator's defined mathematical transformation to raw price data. Inputs are drawn from end-of-day closing prices reported by supported exchanges, adjusted for splits and dividends where applicable. The output reflects the selected calculation window — changing the horizon will produce different readings. This ETF metric is provided for analytical reference.
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