IShares Preferred Total Risk Alpha
| PFF Etf | | | USD 30.85 -0.19 -0.61% |
IShares Preferred total risk alpha lookup summarizes this and related technical indicators for iShares Preferred and. Coverage depends on data availability and normalization;
Equity Screeners provides additional screening context. IShares Preferred has a market cap of 13.33 B. Use
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iShares Preferred and has current Total Risk Alpha of 0.0265. 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] |
| = | 0.0265 | |
| ER[a] | = | Expected return on investing in IShares Preferred |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on IShares Preferred |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
IShares Preferred Total Risk Alpha Peers Comparison
IShares Total Risk Alpha Relative To Other Indicators
iShares Preferred and is rated
below average in total risk alpha relative to comparable ETFs. It is currently under evaluation in maximum drawdown relative to comparable ETFs at roughly
70.44 Maximum Drawdown per unit of Total Risk Alpha. iShares Preferred and carries a
70.44 x Maximum Drawdown-to-Total Risk Alpha ratio
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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