IShares Core Total Risk Alpha
| CSSPX Etf | | | USD 716.30 -5.10 -0.71% |
Reference data associated with the Total Risk Alpha technical indicator for iShares Core SAMPP. Certain instruments may report limited data depending on market coverage.
iShares Core SAMPP has current Total Risk Alpha of 0.0404. 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] |
| = | 0.0404 | |
| ER[a] | = | Expected return on investing in IShares Core |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on IShares Core |
| 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
iShares Core SAMPP is rated
below average in total risk alpha across the ETF category. It is currently under evaluation in maximum drawdown across the ETF category yielding
61.60 of Maximum Drawdown per Total Risk Alpha. For iShares Core SAMPP, Maximum Drawdown stands at
61.60 times Total Risk Alpha
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
Compare IShares Core to Peers
Other Technical Indicators