SP Small-Cap Risk Adjusted Performance

SML Index   1,377  7.77  0.57%   
SP Small-Cap risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for SP Small-Cap 600 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
SP Small-Cap 600 has current Risk Adjusted Performance of 0.1649.

RAP

 = 

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

RFR

 = 
0.1649
ER[a] = Expected return on investing in SP Small-Cap
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

SP Small-Cap Risk Adjusted Performance Peers Comparison

SML Risk Adjusted Performance Relative To Other Indicators

SP Small-Cap 600 cannot be rated in Risk Adjusted Performance category at this point. It cannot be rated in Maximum Drawdown category at this point. reporting about  39.42  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for SP Small-Cap 600 is roughly  39.42 
Compare SP Small-Cap to Peers

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