| KOMP Etf | | | USD 53.49 0.86 1.63% |
SPDR Kensho market-risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for SPDR Kensho New 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 Kensho New has current Market Risk Adjusted Performance of 0.1441.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.1441 | |
| ER[a] | = | Expected return on investing in SPDR Kensho |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
| BETA | = | Beta of the asset with market or selected benchmark. |
SPDR Kensho Market Risk Adjusted Performance Peers Comparison
SPDR Market Risk Adjusted Performance Relative To Other Indicators
SPDR Kensho New is rated
fourth overall ETF 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
42.05 of Maximum Drawdown per Market Risk Adjusted Performance. The ratio of Maximum Drawdown to Market Risk Adjusted Performance for SPDR Kensho New is roughly
42.05
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