Innovator SAMPP Total Risk Alpha
| BMAR Etf | | | USD 52.80 0.20 0.38% |
The Total Risk Alpha indicator for Innovator SAMPP 500 is derived from observed market data. For broader technical screening across instruments, see
Equity Screeners.
Trending Equities provides context for diversified portfolio design. Diversification analysis considers the interaction of positions within a portfolio. Tracking Innovator SAMPP 500 in a portfolio helps measure its contribution to overall performance. Position sizing depends on the allocation methodology selected for the portfolio. Broader economic conditions can influence Innovator SAMPP 500's etf valuation — related indicators include
signals in nation.
Innovator SAMPP 500 has current Total Risk Alpha of 0.0305. 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] |
| = | 0.0305 | |
| ER[a] | = | Expected return on investing in Innovator SAMPP |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Innovator SAMPP |
| 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
Innovator SAMPP 500 is ranked
fourth for total risk alpha among related ETFs. It is currently under evaluation for maximum drawdown among related ETFs with Maximum Drawdown measuring nearly
80.44 against Total Risk Alpha. Maximum Drawdown runs about
80.44 times Total Risk Alpha for Innovator SAMPP 500
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
Compare Innovator SAMPP to Peers
Other Technical Indicators