Ishares Sp Risk Adjusted Performance

BSPGX Fund  USD 587.42  5.09  0.87%   
Ishares Sp risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for Ishares Sp 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
  
Ishares Sp 500 has current Risk Adjusted Performance of 0.0674.

RAP

 = 

(ER[a] - RFR) * STD[b])/STD[b]

RFR

 = 
0.0674
ER[a] = Expected return on investing in Ishares Sp
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

Ishares Sp Risk Adjusted Performance Peers Comparison

Ishares Risk Adjusted Performance Relative To Other Indicators

Ishares Sp 500 is third largest fund in risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about  52.84  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Ishares Sp 500 is roughly  52.84 
Compare Ishares Sp to Peers

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