SPTSX 60 Risk Adjusted Performance

SPTSX60 Index   1,533  2.60  0.17%   
SPTSX 60 risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for SPTSX 60 INDEX 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 Equity Screeners to view more equity screening tools
SPTSX 60 INDEX has current Risk Adjusted Performance of 0.2085.

RAP

 = 

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

RFR

 = 
0.2085
ER[a] = Expected return on investing in SPTSX 60
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

SPTSX 60 Risk Adjusted Performance Peers Comparison

SPTSX Risk Adjusted Performance Relative To Other Indicators

SPTSX 60 INDEX cannot be rated in Risk Adjusted Performance category at this point. It cannot be rated in Maximum Drawdown category at this point. reporting about  12.49  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for SPTSX 60 INDEX is roughly  12.49 
Compare SPTSX 60 to Peers

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