SP TSX Risk Adjusted Performance

GSPTSE Index   25,648  104.50  0.41%   
SP TSX risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for SP TSX Composite 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 TSX Composite has current Risk Adjusted Performance of 0.2238.

RAP

 = 

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

RFR

 = 
0.2238
ER[a] = Expected return on investing in SP TSX
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

SP TSX Risk Adjusted Performance Peers Comparison

GSPTSE Risk Adjusted Performance Relative To Other Indicators

SP TSX Composite cannot be rated in Risk Adjusted Performance category at this point. It cannot be rated in Maximum Drawdown category at this point. reporting about  11.58  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for SP TSX Composite is roughly  11.58 
Compare SP TSX to Peers

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