| SPYL Etf | | | 13.93 0.09 0.64% |
SPDR SP risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for SPDR SP 500 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
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SPDR SP 500 has current Risk Adjusted Performance of 0.1742.
RAP | = | (ER[a] - RFR) * STD[b])/STD[b]RFR |
| = | 0.1742 | |
SPDR SP Risk Adjusted Performance Peers Comparison
SPDR Risk Adjusted Performance Relative To Other Indicators
SPDR SP 500 is presently regarded as number one ETF in risk adjusted performance as compared to similar ETFs. It is currently under evaluation in maximum drawdown as compared to similar ETFs reporting about
32.62 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for SPDR SP 500 is roughly
32.62
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