| VOLJX Fund | | | USD 10.92 0.02 0.18% |
Abr 75/25 total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for Abr 7525 Volatility 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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Abr 7525 Volatility has current Total Risk Alpha of
(0.10). 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] |
| = | (0.10) | |
| ER[a] | = | Expected return on investing in Abr 75/25 |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Abr 75/25 |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Abr 75/25 Total Risk Alpha Peers Comparison
Abr Total Risk Alpha Relative To Other Indicators
Abr 7525 Volatility is rated
second in total risk alpha among similar funds. It is currently under evaluation in maximum drawdown among similar funds .
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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