VictoryShares Multi Risk Adjusted Performance
| VSMV ETF | | | USD 59.54 0.32 0.54% |
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 VictoryShares Multi's current Risk Adjusted Performance with peer comparisons and related risk metrics.
Current Risk Adjusted Performance Value
VictoryShares Multi carries a Risk Adjusted Performance of 0.0945, consistent with positive but modest risk-adjusted return. VictoryShares Multi has produced a positive return relative to risk, though the margin is limited.
RAP | = | (ER[a] - RFR) * STD[b])/STD[b]RFR |
| = | 0.0945 | |
Risk Adjusted Performance Peers Comparison
The peer group averages 0.08 for Risk Adjusted Performance, with VictoryShares Multi at 0.0945 falling above that level. Readings span -0.0044 (WisdomTree Efficient Gold) to 0.1305 (Blueprint Chesapeake Multi Asset). VictoryShares Multi'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 VictoryShares Multi 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.
VictoryShares Multi produces
29.61 in Maximum Drawdown for each unit of Risk Adjusted Performance, with respective readings of
2.80 and
0.09 . This indicates Maximum Drawdown substantially exceeds Risk Adjusted Performance for VictoryShares Multi.
Methodology, Assumptions & Data Sources
VictoryShares Multi's Risk Adjusted Performance currently stands at 0.0945. The Risk Adjusted Performance for VictoryShares Multi is produced by transforming raw price history into a standardized measure according to the indicator's defined methodology. All inputs are based on exchange-reported closing prices, with adjustments for stock splits, dividends, and other corporate actions. Indicator accuracy depends on data continuity across the calculation period. Gaps in trading history may affect the output.
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