VanEck Morningstar Total Risk Alpha
| MOAT Etf | | | USD 96.78 0.39 0.40% |
The Total Risk Alpha profile for VanEck Morningstar Wide is based on historical price and volume observations. The dataset is based on observed market activity where data is available. Portfolio design and allocation context appear in
Correlation Analysis. Portfolio balance depends on how holdings are weighted relative to each other. VanEck Morningstar Wide can be tracked within a custom portfolio for ongoing monitoring. Portfolio construction methods define how positions are sized relative to each other. Broader economic conditions can influence VanEck Morningstar Wide's etf valuation — related indicators include
signals in nation.
VanEck Morningstar Wide has current Total Risk Alpha of
-0.05. 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] |
| = | -0.05 | |
| ER[a] | = | Expected return on investing in VanEck Morningstar |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on VanEck Morningstar |
| 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 Morningstar Wide is rated
below average in total risk alpha across the ETF category. It is currently under evaluation in maximum drawdown across the ETF category .
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
Compare VanEck Morningstar to Peers
Other Technical Indicators