Advisorsa Inner Total Risk Alpha
| SAMT Etf | | | USD 39.36 -0.46 -1.16% |
The Total Risk Alpha indicator for The Advisorsa Inner 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.
World Market Map provides context for diversified portfolio construction. Such insight adds context to allocation decisions within a diversified portfolio. The overall portfolio profile is shaped by the distribution of its holdings. This overview is based on available data and does not express a directional view. This reflects a position in The Advisorsa Inner. It is distributed across the allocation. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as
signals in state.
The Advisorsa Inner has current Total Risk Alpha of 0.1674. 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] |
| = | 0.1674 | |
| ER[a] | = | Expected return on investing in Advisorsa Inner |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Advisorsa Inner |
| 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
The Advisorsa Inner maintains a
second standing in total risk alpha across the ETF category. It is currently under evaluation in maximum drawdown across the ETF category yielding
26.92 of Maximum Drawdown per Total Risk Alpha. For The Advisorsa Inner, Maximum Drawdown stands at
26.92 times Total Risk Alpha
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
Compare Advisorsa Inner to Peers
Other Technical Indicators