JPMorgan BetaBuilders Total Risk Alpha
| BBRE Etf | | | USD 98.58 -0.25 -0.25% |
This technical indicator view for Total Risk Alpha organizes signals for JPMorgan BetaBuilders MSCI and comparable instruments. Availability can vary by instrument;
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JPMorgan BetaBuilders MSCI has current Total Risk Alpha of 0.1369. 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] |
| = | 0.1369 | |
| ER[a] | = | Expected return on investing in JPMorgan BetaBuilders |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on JPMorgan BetaBuilders |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
JPMorgan BetaBuilders Total Risk Alpha Peers Comparison
JPMorgan Total Risk Alpha Relative To Other Indicators
JPMorgan BetaBuilders MSCI holds the
#2 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
22.46 . The Maximum Drawdown to Total Risk Alpha ratio for JPMorgan BetaBuilders MSCI comes in at
22.46 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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