| BUYZ Etf | | | USD 38.76 0.04 0.10% |
Franklin Disruptive total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for Franklin Disruptive Commerce 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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Franklin Disruptive Commerce has current Total Risk Alpha of 0.1132. 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] |
| = | 0.1132 | |
| ER[a] | = | Expected return on investing in Franklin Disruptive |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Franklin Disruptive |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Franklin Disruptive Total Risk Alpha Peers Comparison
Franklin Total Risk Alpha Relative To Other Indicators
Franklin Disruptive Commerce 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
44.01 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Franklin Disruptive Commerce is roughly
44.01 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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