AB SMALL Total Risk Alpha
| QUAYX Fund | | | USD 74.45 -0.07 -0.09% |
AB SMALL total risk alpha lookup summarizes this and related technical indicators for Ab Small Cap. Coverage varies by data normalization and availability; see
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signals in small area income & poverty estimates.
Ab Small Cap has current Total Risk Alpha of
-0.01. 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] |
| = | -0.01 | |
| ER[a] | = | Expected return on investing in AB SMALL |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on AB SMALL |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
AB SMALL Total Risk Alpha Peers Comparison
QUAYX Total Risk Alpha Relative To Other Indicators
Ab Small Cap is rated
below average in total risk alpha among similar funds. It is currently under evaluation in maximum drawdown among similar funds .
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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