| BILD Etf | | | 26.04 0.18 0.70% |
Macquarie ETF total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for Macquarie ETF Trust 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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Macquarie ETF Trust has current Total Risk Alpha of
(0.15). 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] |
| = | (0.15) | |
| ER[a] | = | Expected return on investing in Macquarie ETF |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Macquarie ETF |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Macquarie ETF Total Risk Alpha Peers Comparison
Macquarie Total Risk Alpha Relative To Other Indicators
Macquarie ETF 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 .
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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