| INOV Etf | | | USD 28.88 0.06 0.21% |
Innovator ETFs total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for Innovator ETFs Trust 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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Innovator ETFs Trust has current Total Risk Alpha of
(0.08). 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] |
| = | (0.08) | |
| ER[a] | = | Expected return on investing in Innovator ETFs |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Innovator ETFs |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Innovator ETFs Total Risk Alpha Peers Comparison
Innovator Total Risk Alpha Relative To Other Indicators
Innovator ETFs Trust is rated
fourth overall ETF in total risk alpha as compared to similar ETFs. It is currently under evaluation in maximum drawdown as compared to similar ETFs .
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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