|Horizon||30 Days Login to change|
State Street Global Relative Risk vs. Return LandscapeIf you would invest 1,294 in State Street Global Managed Vol on August 25, 2018 and sell it today you would earn a total of 17.00 from holding State Street Global Managed Vol or generate 1.31% return on investment over 30 days. State Street Global Managed Vol is currently producing 0.0691% returns and takes up 0.296% volatility of returns over 30 trading days. Put another way, 2% of traded equities are less volatile than the company and 99% of traded equity instruments are likely to generate higher returns over the next 30 trading days.
State Street Market Risk Analysis
Sharpe Ratio = 0.2336
State Street Relative Performance Indicators