| TCH-F55 Etf | | | ILA 23,410 40.00 0.17% |
Tachlit Indices total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for Tachlit Indices Mutual 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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Tachlit Indices Mutual has current Total Risk Alpha of 0.045. 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] |
| = | 0.045 | |
| ER[a] | = | Expected return on investing in Tachlit Indices |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Tachlit Indices |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Tachlit Indices Total Risk Alpha Peers Comparison
Tachlit Total Risk Alpha Relative To Other Indicators
Tachlit Indices Mutual is rated
second largest ETF in total risk alpha as compared to similar ETFs. It is rated
third largest ETF in maximum drawdown as compared to similar ETFs reporting about
242.51 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Tachlit Indices Mutual is roughly
242.51 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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