Strive Emerging Risk Adjusted Performance
| STXE ETF | | | 48.79 1.62 3.43% |
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 Strive Emerging's current Risk Adjusted Performance with peer comparisons and related risk metrics.
Current Risk Adjusted Performance Value
Strive Emerging's Risk Adjusted Performance of 0.1497 reflects positive but modest risk-adjusted return. Strive Emerging has produced a positive return relative to risk, though the margin is limited.
RAP | = | (ER[a] - RFR) * STD[b])/STD[b]RFR |
| = | 0.1497 | |
Risk Adjusted Performance Peers Comparison
Strive Emerging falls above the 0.07 peer average for Risk Adjusted Performance. Invesco SAMPP SmallCap leads at 0.1516 while WisdomTree Emerging Markets registers the lowest at -0.0163. Strive Emerging's risk-adjusted return exceeds the peer average, indicating more efficient compensation for risk taken.
Risk Adjusted Performance Relative To Other Indicators
The chart below plots Risk Adjusted Performance against Maximum Drawdown for Strive Emerging 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
0.15 and Maximum Drawdown at
8.53 , Strive Emerging shows a
56.98 -to-one ratio between these indicators. This indicates Maximum Drawdown substantially exceeds Risk Adjusted Performance for Strive Emerging.
Methodology, Assumptions & Data Sources
Strive Emerging's Risk Adjusted Performance currently stands at 0.1497. Strive Emerging's 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. All inputs are based on exchange-reported closing prices, with adjustments for stock splits, dividends, and other corporate actions. The calculation assumes continuous price data across the selected period. All readings are presented as reference data.
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