Compass Diversified Market Risk Adjusted Performance
| CODI-PB Preferred Stock | | | USD 20.01 0.02 0.10% |
Reference data associated with the Market Risk Adjusted Performance technical indicator for Compass Diversified. Coverage may vary depending on data feeds and normalization methods.
Compass Diversified has current Market Risk Adjusted Performance of 0.4124.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.4124 | |
| ER[a] | = | Expected return on investing in Compass Diversified |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
| BETA | = | Beta of the asset with market or selected benchmark. |
Market Risk Adjusted Performance Peers Comparison
Market Risk Adjusted Performance Relative To Other Indicators
Compass Diversified is rated
third in market risk adjusted performance among leading competitors. It is currently under evaluation in maximum drawdown among leading competitors reporting about
12.28 of Maximum Drawdown per Market Risk Adjusted Performance. At
12.28 , Compass Diversified's Maximum Drawdown-to-Market Risk Adjusted Performance multiple reflects the spread between these metrics
Other Technical Indicators