Listed Funds Total Risk Alpha
| FEBZ Etf | | | USD 37.07 0.08 0.22% |
Reference data associated with the Total Risk Alpha technical indicator for Listed Funds Trust. Some instruments may provide partial coverage depending on trading history.
Listed Funds Trust has current Total Risk Alpha of
-0.01. 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] |
| = | -0.01 | |
| ER[a] | = | Expected return on investing in Listed Funds |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Listed Funds |
| 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
Listed Funds Trust is rated
below average in total risk alpha compared to similar ETFs. It is currently under evaluation in maximum drawdown compared to similar ETFs .
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
Compare Listed Funds to Peers
Other Technical Indicators