SPDR SAMPP Market Risk Adjusted Performance
| SLYV Etf | | | USD 93.12 0.31 0.33% |
The Market Risk Adjusted Performance indicator for SPDR SAMPP 600 is derived from observed market data. The calculation draws on time-series market data across available periods. Exchange-specific data schedules may affect the recency of readings. For broader technical screening across instruments, see
Equity Screeners. SPDR SAMPP has a market cap of 2.77 B. See
World Market Map for additional portfolio context. The allocation summary reflects available position data. Portfolio metrics are derived from available position data. A position in SPDR SAMPP 600 is indicated here. It is reflected in the overall portfolio structure. Position weights are derived from the portfolio construction methodology. The information is analytical in nature and is not intended as a specific recommendation. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as
signals in private.
SPDR SAMPP 600 has current Market Risk Adjusted Performance of 0.0049.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.0049 | |
| 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. |
Market Risk Adjusted Performance Peers Comparison
Market Risk Adjusted Performance Relative To Other Indicators
SPDR SAMPP 600 falls in the
fifth position for market risk adjusted performance relative to ETF peers. It is currently under evaluation for maximum drawdown relative to ETF peers reflecting a
1,094 ratio of Maximum Drawdown to Market Risk Adjusted Performance. SPDR SAMPP 600's Maximum Drawdown exceeds Market Risk Adjusted Performance by a factor of
1,094 Other Technical Indicators