| BIHI39 Etf | | | BRL 10.08 0.05 0.49% |
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iShares Trust has current Total Risk Alpha of 0.0082. 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] |
| = | 0.0082 | |
| ER[a] | = | Expected return on investing in IShares Trust |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on IShares Trust |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
IShares Trust Total Risk Alpha Peers Comparison
IShares Total Risk Alpha Relative To Other Indicators
iShares Trust is
third largest 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
1,064 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for iShares Trust is roughly
1,064 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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