GraniteShares 125x total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for GraniteShares 125x Long 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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GraniteShares 125x Long has current Total Risk Alpha of 0.1657. 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] |
| = | 0.1657 | |
| ER[a] | = | Expected return on investing in GraniteShares 125x |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on GraniteShares 125x |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
GraniteShares 125x Total Risk Alpha Peers Comparison
GraniteShares Total Risk Alpha Relative To Other Indicators
GraniteShares 125x Long is presently regarded as number one 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
209.52 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for GraniteShares 125x Long is roughly
209.52 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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