ClearBridge Energy Risk Adjusted Performance
| XEMOX Fund | | | USD 56.91 0.32 0.57% |
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 ClearBridge Energy's current Risk Adjusted Performance with peer comparisons and related risk metrics.
Current Risk Adjusted Performance Value
ClearBridge Energy registers a Risk Adjusted Performance of 0.1518, reflecting positive but modest risk-adjusted return. ClearBridge Energy has produced a positive return relative to risk, though the margin is limited.
RAP | = | (ER[a] - RFR) * STD[b])/STD[b]RFR |
| = | 0.1518 | |
Risk Adjusted Performance Peers Comparison
ClearBridge Energy's Risk Adjusted Performance of 0.1518 falls above the 0.09 peer average. Values range from 0.0242 (Transamerica Large Cap) to 0.1734 (Upright Assets Allocation), with wide dispersion across the group. ClearBridge Energy'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 Clearbridge Energy 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.
ClearBridge Energy's Maximum Drawdown of
4.34 runs about
28.56 times its Risk Adjusted Performance of
0.15 . This indicates Maximum Drawdown substantially exceeds Risk Adjusted Performance for ClearBridge Energy.
Methodology, Assumptions & Data Sources
The current Risk Adjusted Performance for ClearBridge Energy is 0.1518. The Risk Adjusted Performance for ClearBridge Energy 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.
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