Virtus WMC Risk Adjusted Performance
| VWID ETF | | | USD 38.48 0.00 0.00% |
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 Virtus WMC's current Risk Adjusted Performance with peer comparisons and related risk metrics.
Current Risk Adjusted Performance Value
Virtus WMC's Risk Adjusted Performance of 0.0365 reflects positive but modest risk-adjusted return. Virtus WMC has produced a positive return relative to risk, though the margin is limited.
RAP | = | (ER[a] - RFR) * STD[b])/STD[b]RFR |
| = | 0.0365 | |
Risk Adjusted Performance Peers Comparison
Virtus WMC falls below the 0.07 peer average for Risk Adjusted Performance. Invesco SAMPP SmallCap leads at 0.2255 while Pacer CFRA Stovall Equal registers the lowest at 0.0324. Virtus WMC'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 Virtus WMC 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
0.04 and Maximum Drawdown at
4.60 , Virtus WMC shows a
126.09 -to-one ratio between these indicators. This indicates Maximum Drawdown substantially exceeds Risk Adjusted Performance for Virtus WMC.
Methodology, Assumptions & Data Sources
Virtus WMC's Risk Adjusted Performance currently stands at 0.0365. The Risk Adjusted Performance for Virtus WMC 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. Values are specific to the selected time horizon and may differ across measurement periods. This indicator does not constitute investment advice.
Other Technical Indicators