Aptus Defined Total Risk Alpha
| DRSK Etf | | | USD 27.32 -0.17 -0.62% |
This dataset for Aptus Defined Risk reflects inputs used in the Total Risk Alpha calculation. Values are derived from historical price and volume observations. Data coverage may vary across sources and reporting intervals. Use
Investing Opportunities to explore diversified allocation structure. Allocation context can improve visibility into portfolio balance. The construction of a diversified portfolio involves managing position exposure. All figures are based on reported data and are informational in nature. This captures an allocation to Aptus Defined Risk. It is represented within the portfolio holdings. The allocation framework shapes how individual positions are weighted. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as
signals in population.
Aptus Defined Risk has current Total Risk Alpha of
-0.04. 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] |
| = | -0.04 | |
| ER[a] | = | Expected return on investing in Aptus Defined |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Aptus Defined |
| 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
Aptus Defined Risk is rated
below average for total risk alpha within its ETF group. It is currently under evaluation for maximum drawdown within its ETF group .
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
Compare Aptus Defined to Peers
Other Technical Indicators