SLR Investment Market Risk Adjusted Performance
| SLRC Stock | | | USD 15.70 0.33 2.15% |
Market Risk-Adjusted Performance (MRAP) measures return relative to systematic risk (beta) rather than total risk (standard deviation). This isolates the return earned per unit of market exposure, filtering out idiosyncratic volatility that can be diversified away. Below is SLR Investment's current Market Risk Adjusted Performance with peer comparisons and related risk metrics.
Current Market Risk Adjusted Performance Value
SLR Investment's Market Risk Adjusted Performance of 0.1034 reflects positive but modest risk-adjusted return. SLR Investment has produced a positive return relative to risk, though the margin is limited.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.1034 | |
| ER[a] | = | Expected return on investing in SLR Investment |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
| BETA | = | Beta of the asset with market or selected benchmark. |
Market Risk Adjusted Performance Peers Comparison
Among sector peers, SLR Investment's Market Risk Adjusted Performance of 0.1034 is above the 0.05 group average. The range runs from -0.2676 (New Mountain Finance) to 1.04 (Tortoise Energy Infrastructure). SLR Investment's risk-adjusted return exceeds the peer average, indicating more efficient compensation for risk taken.
Market Risk Adjusted Performance Relative To Other Indicators
The chart below plots Market Risk Adjusted Performance against Maximum Drawdown for SLR Investment and its peers. Each point represents one equity — position along the horizontal axis shows Market 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 Market Risk Adjusted Performance at
0.10 and Maximum Drawdown at
8.19 , SLR Investment shows a
79.25 -to-one ratio between these indicators. This indicates Maximum Drawdown substantially exceeds Market Risk Adjusted Performance for SLR Investment.
Methodology, Assumptions & Data Sources
SLR Investment has a current Market Risk Adjusted Performance reading of 0.1034. SLR Investment's Market Risk Adjusted Performance is computed from historical closing prices over the selected time horizon, applying the indicator's defined mathematical transformation to raw price data. Price data is sourced from standardized end-of-day feeds across supported exchanges, normalized for corporate actions. SLR Investment operates in the financial services sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. The output reflects the selected calculation window — changing the horizon will produce different readings. This stock metric is provided for analytical reference.
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