VICTORY SELECT Risk Adjusted Performance
| VFSAX Fund | | | USD 39.21 0.36 0.93% |
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 SELECT's current Risk Adjusted Performance with peer comparisons and related risk metrics.
Current Risk Adjusted Performance Value
The Risk Adjusted Performance of 0.0535 for VICTORY SELECT indicates positive but modest risk-adjusted return. VICTORY SELECT has produced a positive return relative to risk, though the margin is limited.
RAP | = | (ER[a] - RFR) * STD[b])/STD[b]RFR |
| = | 0.0535 | |
Risk Adjusted Performance Peers Comparison
The peer group averages 0.08 for Risk Adjusted Performance, with VICTORY SELECT at 0.0535 falling below that level. Readings span 0.039 (Vanguard International Value) to 0.104 (Schwab Mid Cap ETF). VICTORY SELECT'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 Select 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 SELECT's Maximum Drawdown of
5.57 runs about
104.03 times its Risk Adjusted Performance of
0.05 . This indicates Maximum Drawdown substantially exceeds Risk Adjusted Performance for VICTORY SELECT.
Methodology, Assumptions & Data Sources
VICTORY SELECT's Risk Adjusted Performance currently stands at 0.0535. VICTORY SELECT'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. Inputs are drawn from end-of-day closing prices reported by supported exchanges, adjusted for splits and dividends where applicable. Results are based on historical returns and do not predict future performance. This indicator is provided for informational purposes.
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