SPDR SAMPP Risk Adjusted Performance
| KRE ETF | | | USD 68.89 -1.11 -1.59% |
Risk-Adjusted Performance (RAP) measures the return an equity would have generated if it carried the same total risk (standard deviation) as the market. Derived from the Sharpe Ratio, RAP is expressed in percentage terms, making direct comparison across assets with different volatility profiles straightforward. Below is SPDR SAMPP's current Risk Adjusted Performance with peer comparisons and related risk metrics.
Current Risk Adjusted Performance Value
The Risk Adjusted Performance of
-0.0005 for SPDR SAMPP indicates slightly negative risk-adjusted return. SPDR SAMPP's return has marginally failed to compensate for the volatility experienced.
RAP | = | (ER[a] - RFR) * STD[b])/STD[b]RFR |
| = | -0.0005 | |
Risk Adjusted Performance Peers Comparison
SPDR SAMPP's Risk Adjusted Performance of -5.0E-4 falls below the 0.08 peer average. Values range from -0.052 (iShares Home Construction) to 0.2276 (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.
Risk Adjusted Performance Relative To Other Indicators
The chart below plots Risk Adjusted Performance against Maximum Drawdown for SPDR SAMPP and its peers. Each point represents one equity — position along the horizontal axis shows Risk Adjusted Performance 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.
Compare SPDR SAMPP to PeersMethodology, Assumptions & Data Sources
SPDR SAMPP's Risk Adjusted Performance currently stands at -0.0005. This Risk Adjusted Performance reading for SPDR SAMPP results from applying the indicator's calculation rules to price and volume data over the selected window. Price data is sourced from standardized end-of-day feeds across supported exchanges, normalized for corporate actions. The calculation assumes continuous price data across the selected period. All readings are presented as reference data.
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