SPDR MSCI Risk Adjusted Performance

EVAL Etf  CHF 61.41  -1.14  -1.82%   
The Risk Adjusted Performance lookup presents technical context for SPDR MSCI Europe and related instruments. Availability can vary by instrument; Equity Screeners offers additional screening access. Investing Opportunities provides context for diversified portfolio design. Refined allocation visibility enhances overall portfolio context. The allocation includes a position in SPDR MSCI Europe within the allocation view. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in inflation.
  
SPDR MSCI Europe has current Risk Adjusted Performance of 0.072.

RAP

 = 

(ER[a] - RFR) * STD[b])/STD[b]

RFR

 = 
0.072
ER[a] = Expected return on investing in SPDR MSCI
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

SPDR MSCI Risk Adjusted Performance Peers Comparison

SPDR Risk Adjusted Performance Relative To Other Indicators

SPDR MSCI Europe currently holds the # 4 position in risk adjusted performance as compared to similar ETFs. It currently holds the # 4 position in maximum drawdown as compared to similar ETFs reporting about 57.86 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for SPDR MSCI Europe is roughly 57.86
Compare SPDR MSCI to Peers

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