SPDR Portfolio Market Risk Adjusted Performance
| SPYG Etf | | | USD 101.28 -1.29 -1.26% |
Reference data associated with the Market Risk Adjusted Performance technical indicator for SPDR Portfolio SAMPP. Availability may differ across exchanges, markets, and reporting intervals.
SPDR Portfolio SAMPP has current Market Risk Adjusted Performance of
-0.07.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | -0.07 | |
| ER[a] | = | Expected return on investing in SPDR Portfolio |
| 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 Portfolio SAMPP is rated
below average in market risk adjusted performance relative to comparable ETFs. It is currently under evaluation in maximum drawdown relative to comparable ETFs .
Other Technical Indicators