Simt Sampp Market Risk Adjusted Performance
| SPIIX Fund | | | USD 99.23 -0.26 -0.26% |
Observed values used in the Market Risk Adjusted Performance indicator for Simt Sampp 500 are included in this dataset. The underlying data comes from exchange-reported trading records. Market data gaps can influence the computed indicator values. For broader technical screening across instruments, see
Equity Screeners. Use
World Market Map to explore diversified allocation structure. Understanding allocation structure supports portfolio context. The overall portfolio profile is shaped by the distribution of its holdings. All values are based on available data and provided as reference information. A position in Simt Sampp 500 is indicated here. This is part of the broader portfolio composition. Position allocation is driven by the portfolio construction model. No forward-looking guarantees are expressed or implied by this data. 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 gross domestic product.
Simt Sampp 500 has current Market Risk Adjusted Performance of 0.1097.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.1097 | |
| ER[a] | = | Expected return on investing in Simt 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
Simt Sampp 500 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
84.22 of Maximum Drawdown per Market Risk Adjusted Performance. At
84.22 , Simt Sampp 500's Maximum Drawdown-to-Market Risk Adjusted Performance multiple reflects the spread between these metrics
Other Technical Indicators