FT Cboe Total Risk Alpha
| DSEP Etf | | | USD 44.66 0.12 0.27% |
Observed values used to calculate the Total Risk Alpha technical indicator for FT Cboe Vest. Indicator inputs depend on available historical price observations.
FT Cboe Vest has current Total Risk Alpha of
-0.0024. 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] |
| = | -0.0024 | |
| ER[a] | = | Expected return on investing in FT Cboe |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on FT Cboe |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
FT Cboe Total Risk Alpha Peers Comparison
DSEP Total Risk Alpha Relative To Other Indicators
FT Cboe Vest is rated
below average for total risk alpha among related ETFs. It is currently under evaluation for maximum drawdown among related ETFs .
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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