RBB Fund Total Risk Alpha
| COPY Etf | | | 13.52 0.00 0.00% |
This technical indicator view for Total Risk Alpha organizes signals for The RBB Fund and comparable instruments. Some instruments may have limited coverage due to data differences;
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The RBB Fund has current Total Risk Alpha of 0.1374. 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] |
| = | 0.1374 | |
| ER[a] | = | Expected return on investing in RBB Fund |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on RBB Fund |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
RBB Fund Total Risk Alpha Peers Comparison
RBB Total Risk Alpha Relative To Other Indicators
The RBB Fund is rated
below average. in total risk alpha as compared to similar ETFs. It is currently under evaluation. in maximum drawdown as compared to similar ETFs reporting about
30.94 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for The RBB Fund is roughly
30.94 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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