American Century Total Risk Alpha
| QINT Etf | | | USD 62.62 -1.95 -3.02% |
The Total Risk Alpha indicator for American Century Quality is derived from observed market data. The dataset is based on observed market activity where data is available. Some instruments may report limited inputs depending on trading history. Broader indicator relationships are reflected within
Equity Screeners.
Your Equity Center provides context for diversified portfolio construction. Additional portfolio transparency improves capital positioning. The holding in American Century Quality represents an allocation. This is situated within the portfolio mix. The weighting is determined by the allocation framework in use. All values are based on available data and provided as reference information. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as
signals in inflation.
American Century Quality has current Total Risk Alpha of 0.092. 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] |
| = | 0.092 | |
| ER[a] | = | Expected return on investing in American Century |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on American Century |
| 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
American Century Quality is rated
below average in total risk alpha across the ETF category. It is currently under evaluation in maximum drawdown across the ETF category yielding
56.02 of Maximum Drawdown per Total Risk Alpha. For American Century Quality, Maximum Drawdown stands at
56.02 times Total Risk Alpha
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
Compare American Century to Peers
Other Technical Indicators