SPDR SAMPP Market Risk Adjusted Performance
| SIMS Etf | | | USD 42.61 0.35 0.83% |
Observed values used to calculate the Market Risk Adjusted Performance technical indicator for SPDR SAMPP Kensho. Values may reflect normalized price or volume observations.
SPDR SAMPP Kensho has current Market Risk Adjusted Performance of
-0.03.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | -0.03 | |
| 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. |
SPDR SAMPP Market Risk Adjusted Performance Peers Comparison
SPDR Market Risk Adjusted Performance Relative To Other Indicators
SPDR SAMPP Kensho is rated
below average in market risk adjusted performance across the ETF category. It is currently under evaluation in maximum drawdown across the ETF category .
Build portfolios using Macroaxis predefined set of investing ideas. Many of Macroaxis investing ideas can easily outperform a given market. Ideas can also be optimized per your risk profile before portfolio origination is invoked. Macroaxis thematic optimization helps investors identify companies most likely to benefit from changes or shifts in various micro-economic or local macro-level trends. Originating optimal thematic portfolios involves aligning investors' personal views, ideas, and beliefs with their actual investments.