IShares Trust Total Risk Alpha
| IRTR Etf | | | 30.64 -0.10 -0.33% |
The Total Risk Alpha lookup presents technical context for iShares Trust 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 iShares Trust 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.
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iShares Trust has current Total Risk Alpha of 0.0139. 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] |
| = | 0.0139 | |
| ER[a] | = | Expected return on investing in IShares Trust |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on IShares Trust |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
IShares Trust Total Risk Alpha Peers Comparison
IShares Total Risk Alpha Relative To Other Indicators
iShares Trust is rated
below average for total risk alpha among related ETFs. It is currently under evaluation for maximum drawdown among related ETFs with Maximum Drawdown measuring nearly
121.94 against Total Risk Alpha. Maximum Drawdown runs about
121.94 times Total Risk Alpha for iShares Trust
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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