SP 500 Risk Adjusted Performance

SPSY Index   804.29  11.02  1.39%   
SP 500 risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for SP 500 Financials or any other equities. You can select from a set of available technical indicators by clicking on the link to the right. Please note, not all equities are covered by this module due to inconsistencies in global equity categorizations and data normalization technicques. Please check also Equity Screeners to view more equity screening tools
SP 500 Financials has current Risk Adjusted Performance of 0.1047.

RAP

 = 

(ER[a] - RFR) * STD[b])/STD[b]

RFR

 = 
0.1047
ER[a] = Expected return on investing in SP 500
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

SP 500 Risk Adjusted Performance Peers Comparison

SPSY Risk Adjusted Performance Relative To Other Indicators

SP 500 Financials cannot be rated in Risk Adjusted Performance category at this point. It cannot be rated in Maximum Drawdown category at this point. reporting about  74.30  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for SP 500 Financials is roughly  74.30 
Compare SP 500 to Peers

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