Rbc Global Total Risk Alpha
| RGELXDelisted Fund | | | USD 11.69 0.00 0.00% |
The Total Risk Alpha technical lookup provides context for Rbc Global Equity and related instruments. Coverage depends on data availability and normalization;
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Rbc Global Equity has current Total Risk Alpha of 0.0827. 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] |
| = | 0.0827 | |
| ER[a] | = | Expected return on investing in Rbc Global |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Rbc Global |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Rbc Global Total Risk Alpha Peers Comparison
Rbc Total Risk Alpha Relative To Other Indicators
Rbc Global Equity is evaluated as
fourth in Total Risk Alpha in total risk alpha among similar funds. It is currently under evaluation. in maximum drawdown among similar funds reporting about
39.63 of Maximum Drawdown per Total Risk Alpha.
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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