Matthews China Total Risk Alpha

MCH Etf  USD 24.18  0.72  2.89%   
Matthews China total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for Matthews China Active 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
  
Matthews China Active has current Total Risk Alpha of 0.2158. 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]

 = 
0.2158
ER[a] = Expected return on investing in Matthews China
ER[b] = Expected return on market index or selected benchmark
STD[a] =   Standard Deviation of returns on Matthews China
STD[b] = Standard Deviation of selected market or benchmark
RFR = Risk Free Rate of return. Typically T-Bill Rate

Matthews China Total Risk Alpha Peers Comparison

00.2158000.5395100%

Matthews Total Risk Alpha Relative To Other Indicators

Matthews China Active is regarded second largest 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  54.33  of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Matthews China Active is roughly  54.33 
JavaScript chart by amCharts 3.21.15LZNLMTXMCH 0246810121416 -0.2-0.100.10.20.30.40.50.6
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
Compare Matthews China to Peers

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