| 442570 Etf | | | 13,305 20.00 0.15% |
KBSTAR TDF2050 total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for KBSTAR TDF2050 Active 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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KBSTAR TDF2050 Active has current Total Risk Alpha of 0.0022. 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] |
| = | 0.0022 | |
| ER[a] | = | Expected return on investing in KBSTAR TDF2050 |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on KBSTAR TDF2050 |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
KBSTAR TDF2050 Total Risk Alpha Peers Comparison
KBSTAR Total Risk Alpha Relative To Other Indicators
KBSTAR TDF2050 Active is the top ETF in total risk alpha as compared to similar ETFs. It is currently under evaluation in maximum drawdown as compared to similar ETFs reporting about
1,836 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for KBSTAR TDF2050 Active is roughly
1,836 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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