Schwab Dividend Risk Adjusted Performance
| SCHD ETF | | | USD 31.62 0.08 0.25% |
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 Schwab Dividend's current Risk Adjusted Performance with peer comparisons and related risk metrics.
Current Risk Adjusted Performance Value
The current Risk Adjusted Performance of 0.0595 places Schwab Dividend at positive but modest risk-adjusted return. Schwab Dividend has produced a positive return relative to risk, though the margin is limited.
RAP | = | (ER[a] - RFR) * STD[b])/STD[b]RFR |
| = | 0.0595 | |
Risk Adjusted Performance Peers Comparison
Relative to peers, Schwab Dividend's Risk Adjusted Performance is below the group average of 0.06. Peer readings range from -0.0042 (Vanguard Equity Income) to 0.1144 (Vanguard Large Cap Index), reflecting wide dispersion across the sector. Schwab Dividend'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 Schwab Dividend 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.
With Risk Adjusted Performance at
0.06 and Maximum Drawdown at
3.04 , Schwab Dividend shows a
51.07 -to-one ratio between these indicators. This indicates Maximum Drawdown substantially exceeds Risk Adjusted Performance for Schwab Dividend.
Methodology, Assumptions & Data Sources
Schwab Dividend's Risk Adjusted Performance currently stands at 0.0595. The Risk Adjusted Performance for Schwab Dividend is produced by transforming raw price history into a standardized measure according to the indicator's defined methodology. All inputs are based on exchange-reported closing prices, with adjustments for stock splits, dividends, and other corporate actions. Indicator accuracy depends on data continuity across the calculation period. Gaps in trading history may affect the output.
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