SP MIDCAP Market Risk Adjusted Performance
| MIDKX Fund | | | USD 24.70 -0.04 -0.16% |
The Market Risk Adjusted Performance technical lookup provides context for Sampp Midcap Index and related instruments. Some instruments may have limited coverage due to data differences;
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Correlation Analysis provides context for diversified portfolio construction. Additional portfolio transparency improves capital positioning. This reflects a position in Sampp Midcap Index across the allocation. Also, note that the market value of any mutual fund could be closely tied with the direction of predictive economic indicators such as
signals in industry.
Sampp Midcap Index has current Market Risk Adjusted Performance of 0.0223.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.0223 | |
| ER[a] | = | Expected return on investing in SP MIDCAP |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
| BETA | = | Beta of the asset with market or selected benchmark. |
SP MIDCAP Market Risk Adjusted Performance Peers Comparison
MIDKX Market Risk Adjusted Performance Relative To Other Indicators
Sampp Midcap Index is rated
below average in market risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
243.68 of Maximum Drawdown per Market Risk Adjusted Performance. At
243.68 , Sampp Midcap Index's Maximum Drawdown-to-Market Risk Adjusted Performance multiple reflects the spread between these metrics
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