| SSHQX Fund | | | USD 123.73 1.03 0.84% |
State Street market-risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for State Street Hedged 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
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State Street Hedged has current Market Risk Adjusted Performance of 0.0158.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.0158 | |
| ER[a] | = | Expected return on investing in State Street |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
| BETA | = | Beta of the asset with market or selected benchmark. |
State Street Market Risk Adjusted Performance Peers Comparison
State Market Risk Adjusted Performance Relative To Other Indicators
State Street Hedged is rated
second largest fund in market risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
215.95 of Maximum Drawdown per Market Risk Adjusted Performance. The ratio of Maximum Drawdown to Market Risk Adjusted Performance for State Street Hedged is roughly
215.95
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