IShares Global Total Risk Alpha
| H2OA Etf | | | 24.46 -0.27 -1.09% |
The Total Risk Alpha technical lookup provides context for iShares Global Water and related instruments. Data availability can vary by region and feed;
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Risk vs Return Analysis to understand diversified portfolio construction. Broader allocation clarity strengthens diversification analysis. The allocation includes a position in iShares Global Water 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.
iShares Global Water has current Total Risk Alpha of 0.0922. 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] |
| = | 0.0922 | |
| ER[a] | = | Expected return on investing in IShares Global |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on IShares Global |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
IShares Global Total Risk Alpha Peers Comparison
IShares Total Risk Alpha Relative To Other Indicators
iShares Global Water maintains a
second standing in total risk alpha across the ETF category. It is currently under evaluation in maximum drawdown across the ETF category yielding
47.72 of Maximum Drawdown per Total Risk Alpha. For iShares Global Water, Maximum Drawdown stands at
47.72 times 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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