SPDR SAMPP Total Risk Alpha
| ROKT Etf | | | USD 102.06 -0.75 -0.73% |
Technical inputs supporting the Total Risk Alpha indicator for SPDR SAMPP Kensho are shown here. Values are derived from historical price and volume observations. Use
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SPDR SAMPP Kensho has current Total Risk Alpha of 0.5556. The total risk alpha measures the performance of an asset by comparing its returns with those of a selected benchmark portfolio.
Total Risk Alpha | = | RFR + (ER[b] - ER[a]) | x | STD[a] / STD[b] |
| = | 0.5556 | |
| ER[a] | = | Expected return on investing in SPDR SAMPP |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on SPDR SAMPP |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Total Risk Alpha Peers Comparison
Total Risk Alpha Relative To Other Indicators
SPDR SAMPP Kensho earns the top ranking in total risk alpha across the ETF category. It is currently under evaluation in maximum drawdown across the ETF category yielding
16.39 of Maximum Drawdown per Total Risk Alpha. For SPDR SAMPP Kensho, Maximum Drawdown stands at
16.39 times Total Risk Alpha
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
Compare SPDR SAMPP to Peers
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