State Street Market Risk Adjusted Performance
| SSQSX Fund | | | USD 14.20 -0.25 -1.73% |
The Market Risk Adjusted Performance profile for State Street Institutional is based on historical price and volume observations. All inputs reflect available trading data across supported markets. Normalization methods and data feeds may affect reported values. Related screening structures are referenced through
Equity Screeners. Review
World Market Map for context on portfolio diversification. The diversification view provides additional analytical depth. A position in State Street Institutional is part of the allocation. This appears in the portfolio view. Portfolio construction methods define how positions are sized. 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 population.
State Street Institutional has current Market Risk Adjusted Performance of
-0.14.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | -0.14 | |
| 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 Institutional is rated
below average in market risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds .
Other Technical Indicators