SPDR SAMPP Total Risk Alpha
| DWX Etf | | | USD 44.92 0.42 0.94% |
The Total Risk Alpha indicator for SPDR SAMPP International is derived from observed market data. The calculation draws on time-series market data across available periods. Review
Investing Opportunities for context on portfolio diversification. Portfolio-level transparency adds depth to allocation analysis. Portfolio analysis tools can evaluate how SPDR SAMPP International fits within a broader allocation. All metrics are derived from available inputs and shown for reference. Broader economic conditions can influence SPDR SAMPP International's etf valuation — related indicators include
signals in private.
SPDR SAMPP International has current Total Risk Alpha of 0.1171. 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] |
| = | 0.1171 | |
| ER[a] | = | Expected return on investing in SPDR SAMPP |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on SPDR SAMPP |
| 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
SPDR SAMPP International is rated
below average in total risk alpha compared to similar ETFs. It is currently under evaluation in maximum drawdown compared to similar ETFs reporting about
34.79 of Maximum Drawdown per Total Risk Alpha. At
34.79 , SPDR SAMPP International's Maximum Drawdown-to-Total Risk Alpha multiple reflects the spread between these metrics
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
Compare SPDR SAMPP to Peers
Other Technical Indicators