State Street Risk Adjusted Performance

SSAOX Fund   15.84  0.07  0.44%   
State Street risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for State Street Target 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
  
State Street Target has current Risk Adjusted Performance of 0.0534.

RAP

 = 

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

RFR

 = 
0.0534
ER[a] = Expected return on investing in State Street
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

State Street Risk Adjusted Performance Peers Comparison

State Risk Adjusted Performance Relative To Other Indicators

State Street Target is rated third largest fund in risk adjusted performance among similar funds. It is rated third largest fund in maximum drawdown among similar funds reporting about  51.90  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for State Street Target is roughly  51.90 
Compare State Street to Peers

Thematic Opportunities

Explore Investment Opportunities

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.
Explore Investing Ideas