SPDR SAMPP Risk Adjusted Performance
| XTN ETF | | | USD 103.75 2.65 2.62% |
Risk-Adjusted Performance (RAP) measures the return an equity would have generated if it carried the same total risk (standard deviation) as the market. Derived from the Sharpe Ratio, RAP is expressed in percentage terms, making direct comparison across assets with different volatility profiles straightforward. Below is SPDR SAMPP's current Risk Adjusted Performance with peer comparisons and related risk metrics.
Current Risk Adjusted Performance Value
The current Risk Adjusted Performance of
-0.01 places SPDR SAMPP at slightly negative risk-adjusted return. SPDR SAMPP's return has marginally failed to compensate for the volatility experienced.
RAP | = | (ER[a] - RFR) * STD[b])/STD[b]RFR |
| = | -0.01 | |
Risk Adjusted Performance Peers Comparison
Relative to peers, SPDR SAMPP's Risk Adjusted Performance is below the group average of 0.06. Peer readings range from -0.0494 (SPDR SAMPP Health) to 0.2431 (SPDR SAMPP Telecom), reflecting wide dispersion across the sector. SPDR SAMPP's risk-adjusted return trails the peer average, indicating less efficient compensation for the risk incurred.
Risk Adjusted Performance Relative To Other Indicators
The chart below plots Risk Adjusted Performance against Maximum Drawdown for SPDR SAMPP and its peers. Each point represents one equity — position along the horizontal axis shows Risk Adjusted Performance while the vertical axis shows Maximum Drawdown. Equities that cluster in different quadrants carry distinct risk-return profiles. Use the dropdowns to swap in other indicators for either axis.
Compare SPDR SAMPP to PeersMethodology, Assumptions & Data Sources
The current Risk Adjusted Performance for SPDR SAMPP is -0.01. This Risk Adjusted Performance reading for SPDR SAMPP results from applying the indicator's calculation rules to price and volume data over the selected window. Data sources include daily closing prices from supported exchanges, with standard corporate action adjustments applied. Indicator accuracy depends on data continuity across the calculation period. Gaps in trading history may affect the output.
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