VanEck LongFlat Total Risk Alpha
| LFEQ Etf | | | USD 52.17 0.62 1.20% |
The Total Risk Alpha indicator for VanEck LongFlat Trend is derived from observed market data. Broader indicator relationships are reflected within
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Correlation Analysis to understand diversified portfolio construction. Clearer exposure analysis supports long-term portfolio balance. Monitoring VanEck LongFlat Trend within a portfolio highlights how it interacts with other holdings. This information is provided for contextual purposes. Broader economic conditions can influence VanEck LongFlat Trend's etf valuation — related indicators include
signals in median.
VanEck LongFlat Trend has current Total Risk Alpha of 0.0137. 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] |
| = | 0.0137 | |
| ER[a] | = | Expected return on investing in VanEck LongFlat |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on VanEck LongFlat |
| 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
VanEck LongFlat Trend 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
291.98 against Total Risk Alpha. Maximum Drawdown runs about
291.98 times Total Risk Alpha for VanEck LongFlat Trend
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
Compare VanEck LongFlat to Peers
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