STATE STREET Market Risk Adjusted Performance
| SSBWX Fund | | | USD 13.72 -0.21 -1.51% |
The Market Risk Adjusted Performance calculation for STATE STREET draws on price and volume history. Each data point is derived from standardized price and volume feeds. The depth of trading history affects the precision of the indicator. Related screening structures are referenced through
Equity Screeners.
World Market Map provides a view into diversified allocation design. Understanding allocation structure supports portfolio context. Diversification context is built from the relationships between portfolio holdings. The portfolio reflects a holding in State Street Target. The weighting is visible within the allocation breakdown. The relative size of each holding follows the allocation framework. This information is provided for contextual purposes. 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 manufacturing.
State Street Target has current Market Risk Adjusted Performance of 0.0764.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.0764 | |
| ER[a] | = | Expected return on investing in STATE STREET |
| 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
State Street Target is rated
third in market risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
64.84 of Maximum Drawdown per Market Risk Adjusted Performance. At
64.84 , State Street Target's Maximum Drawdown-to-Market Risk Adjusted Performance multiple reflects the spread between these metrics
Other Technical Indicators