SPDR Barclays Market Risk Adjusted Performance
| SPSB Etf | | | USD 30.03 0.02 0.07% |
The Market Risk Adjusted Performance calculation for SPDR Barclays draws on price and volume history. All inputs are based on actual trading observations from supported exchanges. Diversification context is available through
World Market Map. Allocation context can improve visibility into portfolio balance. Diversification context is built from the relationships between portfolio holdings. All content is derived from available inputs and carries no advisory implication. This includes a position in SPDR Barclays Short. The position sits inside the allocation mix. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as
signals in population.
SPDR Barclays Short has current Market Risk Adjusted Performance of
-0.15.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | -0.15 | |
| ER[a] | = | Expected return on investing in SPDR Barclays |
| 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 Barclays Short is rated
below average in market risk adjusted performance compared to similar ETFs. It is currently under evaluation in maximum drawdown compared to similar ETFs .
Other Technical Indicators