Avantis Emerging Total Risk Alpha
| AVXC Etf | | | 68.57 2.12 3.19% |
The Total Risk Alpha calculation for Avantis Emerging draws on price and volume history. Related screening structures are referenced through
Equity Screeners. Portfolio design and allocation context appear in
Trending Equities. Portfolio balance depends on how holdings are weighted relative to each other. Tracking Avantis Emerging Markets in a portfolio provides context for performance attribution. Sector and industry exposure becomes visible in the portfolio breakdown. Broader economic conditions can influence Avantis Emerging Markets's etf valuation — related indicators include
signals in services.
Avantis Emerging Markets has current Total Risk Alpha of 0.2851. 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] |
| = | 0.2851 | |
| ER[a] | = | Expected return on investing in Avantis Emerging |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Avantis Emerging |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Total Risk Alpha Peers Comparison
Total Risk Alpha Relative To Other Indicators
Avantis Emerging Markets holds the
#3 position for total risk alpha among peer ETFs. It is currently under evaluation for maximum drawdown among peer ETFs with a Maximum Drawdown-to-Total Risk Alpha ratio near
26.74 . The Maximum Drawdown to Total Risk Alpha ratio for Avantis Emerging Markets comes in at
26.74 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
Compare Avantis Emerging to Peers
Other Technical Indicators