| MSTI Etf | | | 20.50 0.03 0.15% |
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Madison ETFs Trust has current Total Risk Alpha of
(0.03). 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] |
| = | (0.03) | |
| ER[a] | = | Expected return on investing in Madison ETFs |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Madison ETFs |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Madison ETFs Total Risk Alpha Peers Comparison
Madison Total Risk Alpha Relative To Other Indicators
Madison ETFs Trust is regarded
fifth largest 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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