| VRTA11 Fund | | | BRL 80.81 0.48 0.59% |
Fator Verit total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for Fator Verit Fundo 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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Fator Verit Fundo has current Total Risk Alpha of
(0.28). 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] |
| = | (0.28) | |
| ER[a] | = | Expected return on investing in Fator Verit |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Fator Verit |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Fator Verit Total Risk Alpha Peers Comparison
Fator Total Risk Alpha Relative To Other Indicators
Fator Verit Fundo is rated
fifth in total risk alpha among similar funds. It is rated
below average 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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