Dfa Gb total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for Dfa Gb Al6040r2 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 Equity Screeners to view more equity screening tools
Dfa
Dfa Gb Al6040r2 has current Total Risk Alpha of 0. 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
ER[a]
=
Expected return on investing in Dfa Gb
ER[b]
=
Expected return on market index or selected benchmark
Dfa Gb Al6040r2 is rated below average in total risk alpha among similar funds. It is currently under evaluation in maximum drawdown among similar funds .
Total Risk Alpha
Maximum Drawdown
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
Thematic Opportunities
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