RLJ Lodging Risk Adjusted Performance
| RLJ Stock | | | USD 8.79 0.01 0.11% |
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 RLJ Lodging's current Risk Adjusted Performance with peer comparisons and related risk metrics.
Current Risk Adjusted Performance Value
RLJ Lodging carries a Risk Adjusted Performance of 0.1452, consistent with positive but modest risk-adjusted return. RLJ Lodging has produced a positive return relative to risk, though the margin is limited.
RAP | = | (ER[a] - RFR) * STD[b])/STD[b]RFR |
| = | 0.1452 | |
Risk Adjusted Performance Peers Comparison
The peer group averages 0.07 for Risk Adjusted Performance, with RLJ Lodging at 0.1452 falling above that level. Readings span -0.0541 (PennyMac Mortgage Investment) to 0.1605 (Pebblebrook Hotel Trust). RLJ Lodging'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 RLJ Lodging 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.
RLJ Lodging registers Risk Adjusted Performance at
0.15 against Maximum Drawdown at
9.16 , producing a
63.09 multiple between them. This indicates Maximum Drawdown substantially exceeds Risk Adjusted Performance for RLJ Lodging.
Methodology, Assumptions & Data Sources
RLJ Lodging's Risk Adjusted Performance currently stands at 0.1452. The Risk Adjusted Performance for RLJ Lodging is produced by transforming raw price history into a standardized measure according to the indicator's defined methodology. Inputs are drawn from end-of-day closing prices reported by supported exchanges, adjusted for splits and dividends where applicable. RLJ Lodging operates in the real estate sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. Indicator accuracy depends on data continuity across the calculation period. Gaps in trading history may affect the output.
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