| VILX Etf | | | 1,932 287.16 17.46% |
SP 500 market-risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for SP 500 VIX 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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SP 500 VIX has current Market Risk Adjusted Performance of 0.1211.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.1211 | |
| ER[a] | = | Expected return on investing in SP 500 |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
| BETA | = | Beta of the asset with market or selected benchmark. |
SP 500 Market Risk Adjusted Performance Peers Comparison
VILX Market Risk Adjusted Performance Relative To Other Indicators
SP 500 VIX is rated
fifth in market risk adjusted performance as compared to similar ETFs. It is rated
first in maximum drawdown as compared to similar ETFs reporting about
704.51 of Maximum Drawdown per Market Risk Adjusted Performance. The ratio of Maximum Drawdown to Market Risk Adjusted Performance for SP 500 VIX is roughly
704.51
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