VY T Total Risk Alpha
| ITRIX Fund | | | USD 26.24 0.19 0.73% |
Reference data associated with the Total Risk Alpha technical indicator for Vy T Rowe. Technical inputs may vary across markets and data providers.
Vy T Rowe has current Total Risk Alpha of
-0.02. 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] |
| = | -0.02 | |
| ER[a] | = | Expected return on investing in VY T |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on VY T |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
VY T Total Risk Alpha Peers Comparison
ITRIX Total Risk Alpha Relative To Other Indicators
Vy T Rowe is rated
below average in total risk alpha among similar funds. It is currently under evaluation in maximum drawdown among similar funds .
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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