| RCD Etf | | | CAD 29.91 0.12 0.40% |
RBC Quant total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for RBC Quant Canadian 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
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RBC Quant Canadian has current Total Risk Alpha of 0.0246. 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] |
| = | 0.0246 | |
| ER[a] | = | Expected return on investing in RBC Quant |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on RBC Quant |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
RBC Quant Total Risk Alpha Peers Comparison
RBC Total Risk Alpha Relative To Other Indicators
RBC Quant Canadian is rated
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
127.20 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for RBC Quant Canadian is roughly
127.20 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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