SPDR SAMPP Information Ratio
| KRE ETF | | | USD 70.71 0.79 1.13% |
The Information Ratio measures excess return (alpha) per unit of tracking error relative to a benchmark. Unlike the Sharpe Ratio, which uses total volatility, the Information Ratio isolates only the variability of the alpha component — the return attributable to active decisions rather than passive market exposure. Below is SPDR SAMPP's current Information Ratio with peer comparisons and related risk metrics.
Current Information Ratio Value
SPDR SAMPP carries a Information Ratio of 0.0124, consistent with positive but modest excess return per unit of tracking risk. SPDR SAMPP has outperformed its benchmark, though the margin is limited relative to the tracking error incurred.
INFOR | = | ER[a] - ER[b]STD[a] |
| = | 0.0124 | |
Information Ratio Peers Comparison
SPDR SAMPP's Information Ratio of 0.0124 falls below the 0.06 peer average. Values range from -0.0946 (iShares Home Construction) to 0.1485 (First Trust North), with wide dispersion across the group. SPDR SAMPP's risk-adjusted return trails the peer average, indicating less efficient compensation for the risk incurred.
Information Ratio Relative To Other Indicators
The chart below plots Information Ratio against Maximum Drawdown for SPDR SAMPP and its peers. Each point represents one equity — position along the horizontal axis shows Information Ratio while the vertical axis shows Maximum Drawdown. Equities that cluster in different quadrants carry distinct risk-return profiles. Use the dropdowns to swap in other indicators for either axis.
With Information Ratio at
0.01 and Maximum Drawdown at
6.98 , SPDR SAMPP shows a
562.96 -to-one ratio between these indicators. This indicates Maximum Drawdown substantially exceeds Information Ratio for SPDR SAMPP.
Methodology, Assumptions & Data Sources
SPDR SAMPP has a current Information Ratio reading of 0.0124. The Information Ratio for SPDR SAMPP applies a standardized calculation to daily closing prices and, where applicable, volume data across the selected period. Data sources include daily closing prices from supported exchanges, with standard corporate action adjustments applied. Results are based on historical returns and do not predict future performance. This indicator is provided for informational purposes.
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