CI Enhanced Total Risk Alpha
| FSB Etf | | | CAD 9.62 -0.01 -0.10% |
CI Enhanced total risk alpha lookup summarizes this and related technical indicators for CI Enhanced Short. Data availability can vary by region and feed;
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CI Enhanced Short has current Total Risk Alpha of 9.0E-4. 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] |
| = | 9.0E-4 | |
| ER[a] | = | Expected return on investing in CI Enhanced |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on CI Enhanced |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
CI Enhanced Total Risk Alpha Peers Comparison
FSB Total Risk Alpha Relative To Other Indicators
CI Enhanced Short is rated
below average. in total risk alpha as compared to similar ETFs. It is currently under evaluation. in maximum drawdown as compared to similar ETFs reporting about
580.00 of Maximum Drawdown per Total Risk Alpha.
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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