SPDR MSCI Market Risk Adjusted Performance
| CWI Etf | | | USD 35.51 -1.07 -2.93% |
Technical inputs supporting the Market Risk Adjusted Performance indicator for SPDR MSCI ACWI are shown here. Additional screening context is available through
Equity Screeners.
Trending Equities frames the approach to diversified portfolio design. Refined allocation visibility enhances overall portfolio context. This captures an allocation to SPDR MSCI ACWI. It is represented within the portfolio holdings. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as
signals in small area income & poverty estimates.
SPDR MSCI ACWI has current Market Risk Adjusted Performance of 0.0036.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.0036 | |
| ER[a] | = | Expected return on investing in SPDR MSCI |
| 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
SPDR MSCI ACWI places
fifth for market risk adjusted performance across ETF peers. It is currently under evaluation for maximum drawdown across ETF peers recording roughly
1,654 in Maximum Drawdown for every unit of Market Risk Adjusted Performance. Maximum Drawdown outpaces Market Risk Adjusted Performance by
1,654 times for SPDR MSCI ACWI
Other Technical Indicators