| EOS Etf | | | USD 23.15 0.12 0.52% |
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Eaton Vance Enhanced has current Total Risk Alpha of 0.0212. 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] |
| = | 0.0212 | |
| ER[a] | = | Expected return on investing in Eaton Vance |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Eaton Vance |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Eaton Vance Total Risk Alpha Peers Comparison
Eaton Total Risk Alpha Relative To Other Indicators
Eaton Vance Enhanced is rated
# 2 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
174.40 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Eaton Vance Enhanced is roughly
174.40 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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