BEL Small Total Risk Alpha
| BELS Index | | | 8,564 51.40 0.60% |
The Total Risk Alpha technical lookup provides context for BEL Small and related instruments. Coverage depends on data availability and normalization;
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BEL Small has current Total Risk Alpha of 0.0586. 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] |
| = | 0.0586 | |
| ER[a] | = | Expected return on investing in BEL Small |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on BEL Small |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
BEL Small Total Risk Alpha Peers Comparison
BEL Total Risk Alpha Relative To Other Indicators
BEL Small cannot be rated in Total Risk Alpha category at this point. It cannot be rated in Maximum Drawdown category at this point. reporting about
55.26 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for BEL Small is roughly
55.26 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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