Victory Sycamore Risk Adjusted Performance
| SSGSX Fund | | | USD 50.04 -0.38 -0.75% |
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 Victory Sycamore's current Risk Adjusted Performance with peer comparisons and related risk metrics.
Current Risk Adjusted Performance Value
The current Risk Adjusted Performance of 0.0063 places Victory Sycamore at positive but modest risk-adjusted return. Victory Sycamore has produced a positive return relative to risk, though the margin is limited.
RAP | = | (ER[a] - RFR) * STD[b])/STD[b]RFR |
| = | 0.0063 | |
Risk Adjusted Performance Peers Comparison
Among sector peers, Victory Sycamore's Risk Adjusted Performance of 0.0063 is below the 0.03 group average. The range runs from 0.0041 (Victory Sycamore Established) to 0.0544 (Fidelity New Markets). Victory Sycamore'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 Victory Sycamore 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.
Victory Sycamore's Maximum Drawdown of
4.61 runs about
731.89 times its Risk Adjusted Performance of
0.01 . This indicates Maximum Drawdown substantially exceeds Risk Adjusted Performance for Victory Sycamore.
Methodology, Assumptions & Data Sources
The current Risk Adjusted Performance for Victory Sycamore is 0.0063. The Risk Adjusted Performance for Victory Sycamore 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. Victory Sycamore operates in the small value sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. The calculation assumes continuous price data across the selected period. All readings are presented as reference data.
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