| 379800 Etf | | | 19,720 15.00 0.08% |
KODEX SP500TR market-risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for KODEX SP500TR 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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KODEX SP500TR has current Market Risk Adjusted Performance of 0.5456.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.5456 | |
| ER[a] | = | Expected return on investing in KODEX SP500TR |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
| BETA | = | Beta of the asset with market or selected benchmark. |
KODEX SP500TR Market Risk Adjusted Performance Peers Comparison
KODEX Market Risk Adjusted Performance Relative To Other Indicators
KODEX SP500TR is rated
below average in market risk adjusted performance as compared to similar ETFs. It is rated
below average in maximum drawdown as compared to similar ETFs reporting about
10.85 of Maximum Drawdown per Market Risk Adjusted Performance. The ratio of Maximum Drawdown to Market Risk Adjusted Performance for KODEX SP500TR is roughly
10.85
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