SuRo Capital Market Risk Adjusted Performance
| SSSS Stock | | | USD 13.22 -0.23 -1.71% |
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 SuRo Capital's current Market Risk Adjusted Performance with peer comparisons and related risk metrics.
Current Market Risk Adjusted Performance Value
The current Market Risk Adjusted Performance of
-1.78 places SuRo Capital at negative risk-adjusted return — volatility has not been compensated by returns. The magnitude indicates that SuRo Capital's losses or underperformance are material relative to the risk taken.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | -1.78 | |
| ER[a] | = | Expected return on investing in SuRo Capital |
| 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
The peer group averages 1.77 for Market Risk Adjusted Performance, with SuRo Capital at -1.7783 falling below that level. Readings span -1.8319 (Mount Logan Capital) to 17.39 (TON Strategy Co). SuRo Capital's risk-adjusted return trails the peer average, indicating less efficient compensation for the risk incurred.
Market Risk Adjusted Performance Relative To Other Indicators
The chart below plots Market Risk Adjusted Performance against Maximum Drawdown for SuRo Capital 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.
Compare SuRo Capital to PeersMethodology, Assumptions & Data Sources
The current Market Risk Adjusted Performance for SuRo Capital is -1.78. The Market Risk Adjusted Performance for SuRo Capital applies a standardized calculation to daily closing prices and, where applicable, volume data across the selected period. All inputs are based on exchange-reported closing prices, with adjustments for stock splits, dividends, and other corporate actions. SuRo Capital operates in the financial services sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. Indicator accuracy depends on data continuity across the calculation period. Gaps in trading history may affect the output.
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