| E500 Etf | | | EUR 46.62 0.08 0.17% |
Source SP market-risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for Source 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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Source SP 500 has current Market Risk Adjusted Performance of 0.1829.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.1829 | |
| ER[a] | = | Expected return on investing in Source SP |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
| BETA | = | Beta of the asset with market or selected benchmark. |
Source SP Market Risk Adjusted Performance Peers Comparison
Source Market Risk Adjusted Performance Relative To Other Indicators
Source SP 500 is rated
below average in market risk adjusted performance as compared to similar ETFs. It is currently under evaluation in maximum drawdown as compared to similar ETFs reporting about
26.15 of Maximum Drawdown per Market Risk Adjusted Performance. The ratio of Maximum Drawdown to Market Risk Adjusted Performance for Source SP 500 is roughly
26.15
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