EA Series Total Risk Alpha
| BUXX Etf | | | 20.27 0.01 0.05% |
EA Series total risk alpha lookup summarizes this and related technical indicators for EA Series Trust. Coverage varies by data normalization and availability; see
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EA Series Trust has current Total Risk Alpha of 0.0115. 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] |
| = | 0.0115 | |
| ER[a] | = | Expected return on investing in EA Series |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on EA Series |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
EA Series Total Risk Alpha Peers Comparison
BUXX Total Risk Alpha Relative To Other Indicators
EA Series Trust is rated
below average in total risk alpha compared to similar ETFs. It is currently under evaluation in maximum drawdown compared to similar ETFs reporting about
39.01 of Maximum Drawdown per Total Risk Alpha. At
39.01 , EA Series Trust's Maximum Drawdown-to-Total Risk Alpha multiple reflects the spread between these metrics
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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