Scholar Rock Risk Adjusted Performance
| SRRK Stock | | | USD 46.47 0.02 0.04% |
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 Scholar Rock's current Risk Adjusted Performance with peer comparisons and related risk metrics.
Current Risk Adjusted Performance Value
Scholar Rock carries a Risk Adjusted Performance of 0.0098, consistent with positive but modest risk-adjusted return. Scholar Rock has produced a positive return relative to risk, though the margin is limited.
RAP | = | (ER[a] - RFR) * STD[b])/STD[b]RFR |
| = | 0.0098 | |
Risk Adjusted Performance Peers Comparison
The peer group averages 0.06 for Risk Adjusted Performance, with Scholar Rock at 0.0098 falling below that level. Readings span -0.0732 (Ideaya Biosciences) to 0.2161 (Legend Biotech Corp). Scholar Rock'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 Scholar Rock 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 Scholar Rock sits near
1,905 , with Risk Adjusted Performance at
0.01 and Maximum Drawdown at
18.67 . This indicates Maximum Drawdown substantially exceeds Risk Adjusted Performance for Scholar Rock.
Methodology, Assumptions & Data Sources
Scholar Rock has a current Risk Adjusted Performance reading of 0.0098. Risk Adjusted Performance for Scholar Rock is derived by applying a defined formula to historical price observations, producing a time-series of comparable readings. All inputs are based on exchange-reported closing prices, with adjustments for stock splits, dividends, and other corporate actions. Scholar Rock operates in the health care sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. Results are based on historical returns and do not predict future performance. This indicator is provided for informational purposes.
Other Technical Indicators