SP 500 Risk Adjusted Performance

SP
GSPC -- USA Index  

 3,330  12.81  0.39%

SP 500 risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for S&P 500 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 Equity Screeners to view more equity screening tools
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S&P 500 has current Risk Adjusted Performance of 0.173.
RAP 
 = 
(ER[a] - RFR) * STD[b])/STD[b] 
RFR 
 = 
0.173
ER[a] =   Expected return on investing in SP 500
RFR =   Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

Risk Adjusted Performance Comparison

S&P 500 cannot be rated in Risk Adjusted Performance category at this point. It cannot be rated in Maximum Drawdown category at this point. reporting about  10.74  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for S&P 500 is roughly  10.74 
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