Innovator ETFs Total Risk Alpha
| IFEB Etf | | | 29.76 0.25 0.85% |
Observed values used in the Total Risk Alpha indicator for Innovator ETFs Trust are included in this dataset. Market data gaps can influence the computed indicator values.
Risk vs Return Analysis provides context for diversified portfolio construction. Additional portfolio transparency improves capital positioning. Innovator ETFs Trust can be evaluated within a portfolio framework for weight and risk impact. Drawdown analysis shows how each position affects portfolio volatility. Broader economic conditions can influence Innovator ETFs Trust's etf valuation — related indicators include
signals in median.
Innovator ETFs Trust has current Total Risk Alpha of 0.0118. 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] |
| = | 0.0118 | |
| ER[a] | = | Expected return on investing in Innovator ETFs |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Innovator ETFs |
| 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
Innovator ETFs 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 reporting about
254.18 of Maximum Drawdown per Total Risk Alpha. At
254.18 , Innovator ETFs Trust's Maximum Drawdown-to-Total Risk Alpha multiple reflects the spread between these metrics
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
Compare Innovator ETFs to Peers
Other Technical Indicators