Amundi SP Risk Adjusted Performance

S500 Etf  EUR 165.19  0.45  0.27%   
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Amundi SP 500 has current Risk Adjusted Performance of 0.173.

RAP

 = 

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

RFR

 = 
0.173
ER[a] = Expected return on investing in Amundi SP
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

Amundi SP Risk Adjusted Performance Peers Comparison

Amundi Risk Adjusted Performance Relative To Other Indicators

Amundi SP 500 is presently regarded as number one ETF in risk adjusted performance as compared to similar ETFs. It is currently under evaluation in maximum drawdown as compared to similar ETFs reporting about  31.47  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Amundi SP 500 is roughly  31.47 
Compare Amundi SP to Peers

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