MSCI ACWI Risk Adjusted Performance
| RWAYL Stock | | | USD 25.46 0.02 0.08% |
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 MSCI ACWI's current Risk Adjusted Performance with peer comparisons and related risk metrics.
Current Risk Adjusted Performance Value
MSCI ACWI has a Risk Adjusted Performance of 0.1092, indicating positive but modest risk-adjusted return. MSCI ACWI has produced a positive return relative to risk, though the margin is limited.
RAP | = | (ER[a] - RFR) * STD[b])/STD[b]RFR |
| = | 0.1092 | |
Risk Adjusted Performance Peers Comparison
MSCI ACWI falls above the 0.03 peer average for Risk Adjusted Performance. Atlanticus Holdings leads at 0.2032 while Wen Acquisition Corp registers the lowest at -0.0219. MSCI ACWI'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 MSCI ACWI 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.
The Maximum Drawdown-to-Risk Adjusted Performance ratio for MSCI ACWI sits near
11.98 , with Risk Adjusted Performance at
0.11 and Maximum Drawdown at
1.31 . This indicates Maximum Drawdown substantially exceeds Risk Adjusted Performance for MSCI ACWI.
Methodology, Assumptions & Data Sources
The current Risk Adjusted Performance for MSCI ACWI is 0.1092. This Risk Adjusted Performance reading for MSCI ACWI results from applying the indicator's calculation rules to price and volume data over the selected window. Inputs are drawn from end-of-day closing prices reported by supported exchanges, adjusted for splits and dividends where applicable. 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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