ETRACS 2x Total Risk Alpha
| IWDL Etf | | | USD 50.90 -0.33 -0.64% |
ETRACS 2x total risk alpha lookup summarizes this and related technical indicators for ETRACS 2x Leveraged. Some instruments may have limited coverage due to data differences;
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signals in discontinued.
ETRACS 2x Leveraged has current Total Risk Alpha of 0.1184. 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] |
| = | 0.1184 | |
| ER[a] | = | Expected return on investing in ETRACS 2x |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on ETRACS 2x |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
ETRACS 2x Total Risk Alpha Peers Comparison
ETRACS Total Risk Alpha Relative To Other Indicators
ETRACS 2x Leveraged is ranked
fifth relative to etfs in total risk alpha as compared to similar ETFs. It is currently under evaluation. in maximum drawdown as compared to similar ETFs reporting about
82.29 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for ETRACS 2x Leveraged is roughly
82.29 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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