AdvisorShares Dorsey Total Risk Alpha
| DWAW Etf | | | USD 42.05 -1.17 -2.71% |
The Total Risk Alpha calculation for AdvisorShares Dorsey draws on price and volume history. Each data point is derived from standardized price and volume feeds. Use
Investing Opportunities to explore diversified allocation structure. Understanding allocation structure supports portfolio context. The holding in AdvisorShares Dorsey Wright represents an allocation. This is situated within the portfolio mix. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as
signals in nation.
AdvisorShares Dorsey Wright has current Total Risk Alpha of 0.0677. 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] |
| = | 0.0677 | |
| ER[a] | = | Expected return on investing in AdvisorShares Dorsey |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on AdvisorShares Dorsey |
| 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
AdvisorShares Dorsey Wright falls in the
third position for total risk alpha relative to ETF peers. It is currently under evaluation for maximum drawdown relative to ETF peers reflecting a
85.38 ratio of Maximum Drawdown to Total Risk Alpha. AdvisorShares Dorsey Wright's Maximum Drawdown exceeds Total Risk Alpha by a factor of
85.38 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
Compare AdvisorShares Dorsey to Peers
Other Technical Indicators