Simplify Equity Market Risk Adjusted Performance
| SPD ETF | | | USD 39.61 0.29 0.74% |
Market Risk-Adjusted Performance (MRAP) measures return relative to systematic risk (beta) rather than total risk (standard deviation). This isolates the return earned per unit of market exposure, filtering out idiosyncratic volatility that can be diversified away. Below is Simplify Equity's current Market Risk Adjusted Performance with peer comparisons and related risk metrics.
Current Market Risk Adjusted Performance Value
At
-0.48, Simplify Equity exhibits slightly negative risk-adjusted return in Market Risk Adjusted Performance. Simplify Equity's return has marginally failed to compensate for the volatility experienced.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | -0.48 | |
| ER[a] | = | Expected return on investing in Simplify Equity |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
| BETA | = | Beta of the asset with market or selected benchmark. |
Market Risk Adjusted Performance Peers Comparison
Simplify Equity's Market Risk Adjusted Performance of -0.4758 falls below the -0.36 peer average. Values range from -1.1904 (Exchange Listed Funds) to 0.0801 (AIM ETF Products), with tight clustering across the group. Simplify Equity's risk-adjusted return trails the peer average, indicating less efficient compensation for the risk incurred.
Market Risk Adjusted Performance Relative To Other Indicators
The chart below plots Market Risk Adjusted Performance against Maximum Drawdown for Simplify Equity and its peers. Each point represents one equity — position along the horizontal axis shows Market 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 Simplify Equity to PeersMethodology, Assumptions & Data Sources
Simplify Equity has a current Market Risk Adjusted Performance reading of -0.48. The Market Risk Adjusted Performance for Simplify Equity is produced by transforming raw price history into a standardized measure according to the indicator's defined methodology. Data sources include daily closing prices from supported exchanges, with standard corporate action adjustments applied. The calculation assumes continuous price data across the selected period. All readings are presented as reference data.
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