Redwood Investment Total Risk Alpha
| SQEW Etf | | | USD 35.24 0.00 0.00% |
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Redwood Investment Management has current Total Risk Alpha of 0.0458. 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] |
| = | 0.0458 | |
| ER[a] | = | Expected return on investing in Redwood Investment |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Redwood Investment |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Redwood Investment Total Risk Alpha Peers Comparison
Redwood Total Risk Alpha Relative To Other Indicators
Redwood Investment Management is rated
third 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
112.11 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Redwood Investment Management is roughly
112.11 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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