IShares Core Total Risk Alpha
| IVV Etf | | | USD 656.15 -0.08 -0.01% |
This module presents the Total Risk Alpha indicator for iShares Core SAMPP using available market inputs. The underlying data comes from exchange-reported trading records. IShares Core has a market cap of 251.16 B. See
Risk vs Return Analysis for portfolio-level analysis. Tracking iShares Core SAMPP in a portfolio helps measure its contribution to overall performance. This view summarizes available data without implying outcomes. Broader economic conditions can influence iShares Core SAMPP's etf valuation — related indicators include
signals in persons.
iShares Core SAMPP has current Total Risk Alpha of 0.0184. 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] |
| = | 0.0184 | |
| ER[a] | = | Expected return on investing in IShares Core |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on IShares Core |
| 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
iShares Core SAMPP is rated
below average for total risk alpha relative to ETF peers. It is currently under evaluation for maximum drawdown relative to ETF peers reflecting a
189.83 ratio of Maximum Drawdown to Total Risk Alpha. iShares Core SAMPP's Maximum Drawdown exceeds Total Risk Alpha by a factor of
189.83 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
Compare IShares Core to Peers
Other Technical Indicators