SPDR SAMPP Total Risk Alpha
| SIMS Etf | | | USD 43.15 -0.16 -0.37% |
The Total Risk Alpha technical lookup provides context for SPDR SAMPP Kensho and related instruments. Availability can vary by instrument;
Equity Screeners offers additional screening access.
World Market Map provides context for diversified portfolio construction. Refined allocation visibility enhances overall portfolio context. This reflects a position in SPDR SAMPP Kensho 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 state.
SPDR SAMPP Kensho has current Total Risk Alpha of 0.0259. 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] |
| = | 0.0259 | |
| 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 |
SPDR SAMPP Total Risk Alpha Peers Comparison
SPDR Total Risk Alpha Relative To Other Indicators
SPDR SAMPP Kensho is rated
below average. in total risk alpha as compared to similar ETFs. It is currently under evaluation. in maximum drawdown as compared to similar ETFs reporting about
294.08 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for SPDR SAMPP Kensho is roughly
294.08 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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.