OFS Credit Risk Adjusted Performance
| OCCI Stock | | | USD 3.44 0.03 0.88% |
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 OFS Credit's current Risk Adjusted Performance with peer comparisons and related risk metrics.
Current Risk Adjusted Performance Value
The Risk Adjusted Performance of
-0.06 for OFS Credit indicates slightly negative risk-adjusted return. OFS Credit's return has marginally failed to compensate for the volatility experienced.
RAP | = | (ER[a] - RFR) * STD[b])/STD[b]RFR |
| = | -0.06 | |
Risk Adjusted Performance Peers Comparison
OFS Credit's Risk Adjusted Performance of -0.0626 falls below the -0.05 peer average. Values range from -0.1662 (BCP Investment Corp) to 0.0756 (Richmond Mutual Bancorporation), with tight clustering across the group. OFS Credit'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 OFS Credit 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 OFS Credit to PeersMethodology, Assumptions & Data Sources
OFS Credit's Risk Adjusted Performance currently stands at -0.06. Risk Adjusted Performance for OFS Credit is derived by applying a defined formula to historical price observations, producing a time-series of comparable readings. Price data is sourced from standardized end-of-day feeds across supported exchanges, normalized for corporate actions. OFS Credit operates in the financial services 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.
Other Technical Indicators