IShares VII Total Risk Alpha
| CMEX Etf | | | EUR 186.46 6.04 3.35% |
The Total Risk Alpha lookup presents technical context for iShares VII Public and related instruments. Coverage varies by data normalization and availability; see
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Trending Equities provides context for diversified portfolio design. Such insight adds context to allocation decisions within a diversified portfolio. The allocation includes a position in iShares VII Public within the portfolio mix. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as
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iShares VII Public has current Total Risk Alpha of 0.2085. 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] |
| = | 0.2085 | |
| ER[a] | = | Expected return on investing in IShares VII |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on IShares VII |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
IShares VII Total Risk Alpha Peers Comparison
IShares Total Risk Alpha Relative To Other Indicators
iShares VII Public is rated
second among etfs in total risk alpha as compared to similar ETFs. It is currently under evaluation. in maximum drawdown as compared to similar ETFs reporting about
39.01 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for iShares VII Public is roughly
39.01 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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