| SPY5 Etf | | | EUR 571.80 1.60 0.28% |
SPDR SP risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for SPDR SP 500 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
SPDR SP 500 has current Risk Adjusted Performance of 0.1774.
RAP | = | (ER[a] - RFR) * STD[b])/STD[b]RFR |
| = | 0.1774 | |
SPDR SP Risk Adjusted Performance Peers Comparison
SPDR Risk Adjusted Performance Relative To Other Indicators
SPDR SP 500 is rated
second largest ETF in risk adjusted performance as compared to similar ETFs. It is rated
third largest ETF in maximum drawdown as compared to similar ETFs reporting about
30.55 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for SPDR SP 500 is roughly
30.55
Build portfolios using Macroaxis predefined set of investing ideas. Many of Macroaxis investing ideas can easily outperform a given market. Ideas can also be optimized per your risk profile before portfolio origination is invoked. Macroaxis thematic optimization helps investors identify companies most likely to benefit from changes or shifts in various micro-economic or local macro-level trends. Originating optimal thematic portfolios involves aligning investors' personal views, ideas, and beliefs with their actual investments.