| RGLDS Etf | | | USD 7,068 59.00 0.83% |
Raiffeisen ETF total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for Raiffeisen ETF Solid 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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Raiffeisen ETF Solid has current Total Risk Alpha of 0.1068. 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] |
| = | 0.1068 | |
| ER[a] | = | Expected return on investing in Raiffeisen ETF |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Raiffeisen ETF |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Raiffeisen ETF Total Risk Alpha Peers Comparison
Raiffeisen Total Risk Alpha Relative To Other Indicators
Raiffeisen ETF Solid is rated
fifth largest ETF in total risk alpha as compared to similar ETFs. It is rated
below average in maximum drawdown as compared to similar ETFs reporting about
43.43 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Raiffeisen ETF Solid is roughly
43.43 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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