Maven Income Total Risk Alpha
| MIG5 Etf | | | 28.20 0.00 0.00% |
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Maven Income And has current Total Risk Alpha of 114.8. 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] |
| = | 114.8 | |
| ER[a] | = | Expected return on investing in Maven Income |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Maven Income |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Maven Income Total Risk Alpha Peers Comparison
Maven Total Risk Alpha Relative To Other Indicators
Maven Income And is rated number one 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
88.03 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Maven Income And is roughly
88.03 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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