| 0P0000J2C7 | | | CAD 26.19 0.10 0.38% |
Desjardins Sustainable total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for Desjardins Sustainable Maximum 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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Desjardins Sustainable Maximum has current Total Risk Alpha of 0.0112. The total risk alpha measures the performance of an asset by comparing its returns with those of a selected benchmark portfolio.
Total Risk Alpha | = | RFR + (ER[b] - ER[a]) | x | STD[a] / STD[b] |
| = | 0.0112 | |
| ER[a] | = | Expected return on investing in Desjardins Sustainable |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Desjardins Sustainable |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Desjardins Sustainable Total Risk Alpha Peers Comparison
Desjardins Total Risk Alpha Relative To Other Indicators
Desjardins Sustainable Maximum is
third largest fund in total risk alpha among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
172.94 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Desjardins Sustainable Maximum is roughly
172.94 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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