WisdomTree SmallCap Total Risk Alpha
| DES Etf | | | USD 34.82 0.00 0.00% |
Observed values used in the Total Risk Alpha indicator for WisdomTree SmallCap Dividend are included in this dataset. Market data gaps can influence the computed indicator values. Review
Investing Opportunities to understand diversified portfolio construction. Clearer exposure analysis supports long-term portfolio balance. This reflects a position in WisdomTree SmallCap Dividend. It is distributed across the allocation. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as
signals in unemployment.
WisdomTree SmallCap Dividend has current Total Risk Alpha of 0.1449. 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] |
| = | 0.1449 | |
| ER[a] | = | Expected return on investing in WisdomTree SmallCap |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on WisdomTree SmallCap |
| 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
WisdomTree SmallCap Dividend maintains a
fifth standing in total risk alpha across the ETF category. It is currently under evaluation in maximum drawdown across the ETF category yielding
38.82 of Maximum Drawdown per Total Risk Alpha. For WisdomTree SmallCap Dividend, Maximum Drawdown stands at
38.82 times Total Risk Alpha
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
Compare WisdomTree SmallCap to Peers
Other Technical Indicators