RBC Quant Total Risk Alpha
| RIDH Etf | | | CAD 38.44 -0.11 -0.29% |
This technical indicator view for Total Risk Alpha organizes signals for RBC Quant EAFE and comparable instruments. Data availability can vary by region and feed;
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Your Equity Center to understand diversified portfolio construction. Broader allocation clarity strengthens diversification analysis. This suggests a position in RBC Quant EAFE inside the allocation mix. 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.
RBC Quant EAFE has current Total Risk Alpha of 0.1235. 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] |
| = | 0.1235 | |
| ER[a] | = | Expected return on investing in RBC Quant |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on RBC Quant |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
RBC Quant Total Risk Alpha Peers Comparison
RBC Total Risk Alpha Relative To Other Indicators
RBC Quant EAFE is regarded as the highest-ranked etf in total risk alpha as compared to similar ETFs. It is currently under evaluation. in maximum drawdown as compared to similar ETFs reporting about
28.18 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for RBC Quant EAFE is roughly
28.18 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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