| IFED Etf | | | USD 42.63 0.58 1.38% |
ETRACS IFED total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for ETRACS IFED Invest 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
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ETRACS IFED Invest has current Total Risk Alpha of 0.0446. 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] |
| = | 0.0446 | |
| ER[a] | = | Expected return on investing in ETRACS IFED |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on ETRACS IFED |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
ETRACS IFED Total Risk Alpha Peers Comparison
ETRACS Total Risk Alpha Relative To Other Indicators
ETRACS IFED Invest is considered the top 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
89.72 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for ETRACS IFED Invest is roughly
89.72 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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