AB Active Total Risk Alpha
| EMOP Etf | | | 44.36 0.03 0.07% |
The Total Risk Alpha indicator for AB Active ETFs is derived from observed market data. The calculation draws on time-series market data across available periods. Exchange-specific data schedules may affect the recency of readings.
Investing Opportunities frames the approach to diversified portfolio design. Refined allocation visibility enhances overall portfolio context. The portfolio structure determines how individual positions contribute to the whole. A position in AB Active ETFs is part of the allocation. This appears 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 metropolitan statistical area.
AB Active ETFs has current Total Risk Alpha of 0.3293. 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] |
| = | 0.3293 | |
| ER[a] | = | Expected return on investing in AB Active |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on AB Active |
| 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
AB Active ETFs outranks all peers for total risk alpha among related ETFs. It is currently under evaluation for maximum drawdown among related ETFs with Maximum Drawdown measuring nearly
24.13 against Total Risk Alpha. Maximum Drawdown runs about
24.13 times Total Risk Alpha for AB Active ETFs
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
Compare AB Active to Peers
Other Technical Indicators