WisdomTree Europe Total Risk Alpha
| DFE Etf | | | USD 71.02 -1.70 -2.34% |
WisdomTree Europe total risk alpha lookup summarizes this and related technical indicators for WisdomTree Europe SmallCap. Coverage depends on data availability and normalization;
Equity Screeners provides additional screening context. Use
Investing Opportunities to better understand diversified portfolio construction. Clearer exposure analysis supports long-term portfolio balance. This includes a position in WisdomTree Europe SmallCap in the portfolio view. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as
signals in price.
WisdomTree Europe SmallCap has current Total Risk Alpha of 0.0804. 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] |
| = | 0.0804 | |
| ER[a] | = | Expected return on investing in WisdomTree Europe |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on WisdomTree Europe |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
WisdomTree Europe Total Risk Alpha Peers Comparison
WisdomTree Total Risk Alpha Relative To Other Indicators
WisdomTree Europe SmallCap is rated
below average for total risk alpha among peer ETFs. It is currently under evaluation for maximum drawdown among peer ETFs with a Maximum Drawdown-to-Total Risk Alpha ratio near
57.12 . The Maximum Drawdown to Total Risk Alpha ratio for WisdomTree Europe SmallCap comes in at
57.12 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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