Main International Total Risk Alpha
| INTL Etf | | | USD 28.59 -0.13 -0.45% |
The Total Risk Alpha lookup presents technical context for Main International ETF and related instruments. Data availability can vary by region and feed;
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Risk vs Return Analysis provides context for diversified portfolio design. Broader allocation clarity strengthens diversification analysis. The allocation includes a position in Main International ETF inside the allocation 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 population.
Main International ETF has current Total Risk Alpha of 0.0643. 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] |
| = | 0.0643 | |
| ER[a] | = | Expected return on investing in Main International |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Main International |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Main International Total Risk Alpha Peers Comparison
Main Total Risk Alpha Relative To Other Indicators
Main International ETF 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
88.07 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Main International ETF is roughly
88.07 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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