IShares France Total Risk Alpha
| IFRB Etf | | | EUR 125.98 0.51 0.41% |
The Total Risk Alpha lookup presents technical context for iShares France Govt and related instruments. Coverage varies by data normalization and availability; see
Equity Screeners for broader screening context.
Risk vs Return Analysis provides context for diversified portfolio design. Such insight adds context to allocation decisions within a diversified portfolio. The allocation includes a position in iShares France Govt within the portfolio mix. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as
signals in inflation.
iShares France Govt 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 IShares France |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on IShares France |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
IShares France Total Risk Alpha Peers Comparison
IShares Total Risk Alpha Relative To Other Indicators
iShares France Govt is rated
below average. in total risk alpha as compared to similar ETFs. It is rated
below average. in maximum drawdown as compared to similar ETFs reporting about
110.24 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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