TCW Transform Risk Adjusted Performance
| SUPP ETF | | | 81.25 -1.65 -1.99% |
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 TCW Transform's current Risk Adjusted Performance with peer comparisons and related risk metrics.
Current Risk Adjusted Performance Value
At 0.1419, TCW Transform's Risk Adjusted Performance indicates positive but modest risk-adjusted return. TCW Transform has produced a positive return relative to risk, though the margin is limited.
RAP | = | (ER[a] - RFR) * STD[b])/STD[b]RFR |
| = | 0.1419 | |
Risk Adjusted Performance Peers Comparison
Among sector peers, TCW Transform's Risk Adjusted Performance of 0.1419 is above the 0.13 group average. The range runs from -0.0417 (AIM ETF Products) to 0.2661 (iShares Energy Storage). TCW Transform'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 TCW Transform 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.
TCW Transform's Risk Adjusted Performance reads
0.14 while Maximum Drawdown reads
7.62 , a
53.69 ratio between the two. This indicates Maximum Drawdown substantially exceeds Risk Adjusted Performance for TCW Transform.
Methodology, Assumptions & Data Sources
The current Risk Adjusted Performance for TCW Transform is 0.1419. The Risk Adjusted Performance for TCW Transform 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. The calculation assumes continuous price data across the selected period. All readings are presented as reference data.
Other Technical Indicators