Xtrackers MSCI Total Risk Alpha
| DBEZ Etf | | | USD 55.62 0.00 0.00% |
Observed values used to calculate the Total Risk Alpha technical indicator for Xtrackers MSCI Eurozone. Some instruments may provide partial coverage depending on trading history.
Xtrackers MSCI Eurozone has current Total Risk Alpha of 0.0464. 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] |
| = | 0.0464 | |
| ER[a] | = | Expected return on investing in Xtrackers MSCI |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Xtrackers MSCI |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Xtrackers MSCI Total Risk Alpha Peers Comparison
Xtrackers Total Risk Alpha Relative To Other Indicators
Xtrackers MSCI Eurozone 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
95.55 of Maximum Drawdown per Total Risk Alpha. At
95.55 , Xtrackers MSCI Eurozone'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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