| OP5E Etf | | | 142.51 3.13 2.25% |
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Ossiam Lux Ossiam has current Total Risk Alpha of
(0.11). 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] |
| = | (0.11) | |
| ER[a] | = | Expected return on investing in Ossiam Lux |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Ossiam Lux |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Ossiam Lux Total Risk Alpha Peers Comparison
Ossiam Total Risk Alpha Relative To Other Indicators
Ossiam Lux Ossiam is rated
below average in total risk alpha as compared to similar ETFs. It is rated number one ETF 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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