Lyxor DivDAX Total Risk Alpha
| C003 Etf | | | EUR 38.76 0.08 0.21% |
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Lyxor DivDAX UCITS has current Total Risk Alpha of 0.0174. 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] |
| = | 0.0174 | |
| ER[a] | = | Expected return on investing in Lyxor DivDAX |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Lyxor DivDAX |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Lyxor DivDAX Total Risk Alpha Peers Comparison
Lyxor Total Risk Alpha Relative To Other Indicators
Lyxor DivDAX UCITS 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
322.59 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Lyxor DivDAX UCITS is roughly
322.59 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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