State Street Risk Adjusted Performance

SSDDX Fund  USD 15.89  0.02  0.13%   
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State Street Target has current Risk Adjusted Performance of 0.0488.

RAP

 = 

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

RFR

 = 
0.0488
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 second largest fund in risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about  54.05  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for State Street Target is roughly  54.05 
Compare State Street to Peers

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