Lyxor MDAX Total Risk Alpha
| C007 Etf | | | EUR 26.11 0.14 0.54% |
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Lyxor MDAX UCITS has current Total Risk Alpha of 0.0043. 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] |
| = | 0.0043 | |
| ER[a] | = | Expected return on investing in Lyxor MDAX |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Lyxor MDAX |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Lyxor MDAX Total Risk Alpha Peers Comparison
Lyxor Total Risk Alpha Relative To Other Indicators
Lyxor MDAX UCITS is rated
below average in total risk alpha as compared to similar ETFs. It is currently under evaluation in maximum drawdown as compared to similar ETFs reporting about
873.37 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Lyxor MDAX UCITS is roughly
873.37 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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