Innovator SAMPP Risk Adjusted Performance
| UJUL ETF | | | USD 40.16 0.09 0.22% |
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 Innovator SAMPP's current Risk Adjusted Performance with peer comparisons and related risk metrics.
Current Risk Adjusted Performance Value
The current Risk Adjusted Performance of 0.0766 places Innovator SAMPP at positive but modest risk-adjusted return. Innovator SAMPP has produced a positive return relative to risk, though the margin is limited.
RAP | = | (ER[a] - RFR) * STD[b])/STD[b]RFR |
| = | 0.0766 | |
Risk Adjusted Performance Peers Comparison
Relative to peers, Innovator SAMPP's Risk Adjusted Performance is below the group average of 0.08. Peer readings range from 0.049 (Innovator MSCI EAFE) to 0.1338 (Innovator MSCI EAFE), reflecting wide dispersion across the sector. Innovator SAMPP'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 Innovator SAMPP 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 Innovator SAMPP sits near
24.48 , with Risk Adjusted Performance at
0.08 and Maximum Drawdown at
1.88 . This indicates Maximum Drawdown substantially exceeds Risk Adjusted Performance for Innovator SAMPP.
Methodology, Assumptions & Data Sources
Innovator SAMPP has a current Risk Adjusted Performance reading of 0.0766. This Risk Adjusted Performance reading for Innovator SAMPP results from applying the indicator's calculation rules to price and volume data over the selected window. Data sources include daily closing prices from supported exchanges, with standard corporate action adjustments applied. Indicator accuracy depends on data continuity across the calculation period. Gaps in trading history may affect the output.
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