VanEck India Total Risk Alpha
| GLIN Etf | | | USD 40.79 -0.92 -2.21% |
The Total Risk Alpha indicator for VanEck India is constructed from normalized market data. All inputs reflect available trading data across supported markets. Some instruments may report limited inputs depending on trading history.
Risk vs Return Analysis frames the approach to diversified portfolio design. The view supports a broader understanding of portfolio structure. Allocation structure reflects how positions are distributed across the portfolio. The allocation shows a weighting toward VanEck India Growth. The position is captured in the allocation summary. Each holding is sized according to the methodology applied to the portfolio. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as
signals in gross domestic product.
VanEck India Growth has current Total Risk Alpha of
-0.02. 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] |
| = | -0.02 | |
| ER[a] | = | Expected return on investing in VanEck India |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on VanEck India |
| 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
VanEck India Growth is rated
below average in total risk alpha against similar ETFs. It is currently under evaluation in maximum drawdown against similar ETFs .
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
Compare VanEck India to Peers
Other Technical Indicators