SPDR SAMPP Market Risk Adjusted Performance
| DWX Etf | | | USD 45.52 0.18 0.40% |
The Market Risk Adjusted Performance indicator for SPDR SAMPP International is derived from observed market data. The calculation draws on time-series market data across available periods. Review
Investing Opportunities for context on portfolio diversification. Portfolio-level transparency adds depth to allocation analysis. This captures an allocation to SPDR SAMPP International. This is part of the broader portfolio composition. How positions are weighted depends on the construction approach used. The content reflects structured data inputs rather than subjective analysis. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as
signals in manufacturing.
SPDR SAMPP International has current Market Risk Adjusted Performance of 0.1804.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.1804 | |
| ER[a] | = | Expected return on investing in SPDR SAMPP |
| 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 SAMPP International is rated
fifth in market risk adjusted performance compared to similar ETFs. It is currently under evaluation in maximum drawdown compared to similar ETFs reporting about
22.48 of Maximum Drawdown per Market Risk Adjusted Performance. At
22.48 , SPDR SAMPP International's Maximum Drawdown-to-Market Risk Adjusted Performance multiple reflects the spread between these metrics
Other Technical Indicators