| TRCFX Etf | | | USD 28.74 0.12 0.42% |
Popular Total total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for Popular Total Return 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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Popular Total Return has current Total Risk Alpha of 0.0015. 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] |
| = | 0.0015 | |
| ER[a] | = | Expected return on investing in Popular Total |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Popular Total |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Popular Total Total Risk Alpha Peers Comparison
Popular Total Risk Alpha Relative To Other Indicators
Popular Total Return is rated
below average in total risk alpha as compared to similar ETFs. It is rated
below average in maximum drawdown as compared to similar ETFs reporting about
1,493 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Popular Total Return is roughly
1,493 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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