Morgan Stanley Risk Adjusted Performance
| PHEQ ETF | | | 34.13 0.15 0.44% |
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 Morgan Stanley's current Risk Adjusted Performance with peer comparisons and related risk metrics.
Current Risk Adjusted Performance Value
Morgan Stanley carries a Risk Adjusted Performance of 0.1191, consistent with positive but modest risk-adjusted return. Morgan Stanley has produced a positive return relative to risk, though the margin is limited.
RAP | = | (ER[a] - RFR) * STD[b])/STD[b]RFR |
| = | 0.1191 | |
Risk Adjusted Performance Peers Comparison
The peer group averages 0.07 for Risk Adjusted Performance, with Morgan Stanley at 0.1191 falling above that level. Readings span 0.0133 (KraneShares MSCI All) to 0.137 (Cabana Target Leading). Morgan Stanley'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 Morgan Stanley 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.
Morgan Stanley's Risk Adjusted Performance reads
0.12 while Maximum Drawdown reads
1.93 , a
16.24 ratio between the two. This indicates Maximum Drawdown substantially exceeds Risk Adjusted Performance for Morgan Stanley.
Methodology, Assumptions & Data Sources
The current Risk Adjusted Performance for Morgan Stanley is 0.1191. This Risk Adjusted Performance reading for Morgan Stanley 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 ETF metric is provided for analytical reference.
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