COtwo Advisors Total Risk Alpha
| CTWO Etf | | | 19.83 0.13 0.66% |
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COtwo Advisors Physical has current Total Risk Alpha of 0.0486. 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] |
| = | 0.0486 | |
| ER[a] | = | Expected return on investing in COtwo Advisors |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on COtwo Advisors |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
COtwo Advisors Total Risk Alpha Peers Comparison
COtwo Total Risk Alpha Relative To Other Indicators
COtwo Advisors Physical is
second 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
150.93 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for COtwo Advisors Physical is roughly
150.93 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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