Investo Teva Total Risk Alpha

LFTS11 Etf   126.72  0.06  0.05%   
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Investo Teva Tesouro has current Total Risk Alpha of 0.028. 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]

 = 
0.028
ER[a] = Expected return on investing in Investo Teva
ER[b] = Expected return on market index or selected benchmark
STD[a] =   Standard Deviation of returns on Investo Teva
STD[b] = Standard Deviation of selected market or benchmark
RFR = Risk Free Rate of return. Typically T-Bill Rate

Investo Teva Total Risk Alpha Peers Comparison

Investo Total Risk Alpha Relative To Other Indicators

Investo Teva Tesouro is rated second overall 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  2.89  of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Investo Teva Tesouro is roughly  2.89 
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
Compare Investo Teva to Peers

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