XKFS Etf | | | USD 67.40 1.88 2.87% |
SPDR Kensho market-risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for SPDR Kensho Future 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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SPDR Kensho Future has current Market Risk Adjusted Performance of 3.48.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 3.48 | |
ER[a] | = | Expected return on investing in SPDR Kensho |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
BETA | = | Beta of the asset with market or selected benchmark. |
SPDR Kensho Market Risk Adjusted Performance Peers Comparison
SPDR Market Risk Adjusted Performance Relative To Other Indicators
SPDR Kensho Future is rated
second in market risk adjusted performance as compared to similar ETFs. It is rated
second in maximum drawdown as compared to similar ETFs reporting about
2.14 of Maximum Drawdown per Market Risk Adjusted Performance. The ratio of Maximum Drawdown to Market Risk Adjusted Performance for SPDR Kensho Future is roughly
2.14
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