Innovator SAMPP Risk Adjusted Performance
| PAPR ETF | | | USD 41.62 0.02 0.05% |
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 Innovator SAMPP's current Risk Adjusted Performance with peer comparisons and related risk metrics.
Current Risk Adjusted Performance Value
Innovator SAMPP registers a Risk Adjusted Performance of 0.3008, reflecting positive but modest risk-adjusted return. Innovator SAMPP has produced a positive return relative to risk, though the margin is limited.
RAP | = | (ER[a] - RFR) * STD[b])/STD[b]RFR |
| = | 0.3008 | |
Risk Adjusted Performance Peers Comparison
The peer group averages 0.09 for Risk Adjusted Performance, with Innovator SAMPP at 0.3008 falling above that level. Readings span 0.0803 (Innovator SAMPP 500) to 0.1088 (FT Cboe Vest). Innovator SAMPP'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 Innovator SAMPP 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.
Innovator SAMPP's Risk Adjusted Performance reads
0.30 while Maximum Drawdown reads
1.56 , a
5.19 ratio between the two. This indicates Maximum Drawdown substantially exceeds Risk Adjusted Performance for Innovator SAMPP.
Methodology, Assumptions & Data Sources
Innovator SAMPP has a current Risk Adjusted Performance reading of 0.3008. Risk Adjusted Performance for Innovator SAMPP is derived by applying a defined formula to historical price observations, producing a time-series of comparable readings. All inputs are based on exchange-reported closing prices, with adjustments for stock splits, dividends, and other corporate actions. 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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