Schwab Dividend Total Risk Alpha
| SCHD Etf | | | USD 30.64 0.10 0.33% |
The Total Risk Alpha indicator for Schwab Dividend is constructed from normalized market data. Values reflect historical observations within the available dataset.
World Market Map frames the approach to diversified portfolio design. Allocation structure reflects how positions are distributed across the portfolio. Tracking Schwab Dividend Equity in a portfolio provides context for performance attribution. This information is provided for contextual purposes. Broader economic conditions can influence Schwab Dividend Equity's etf valuation — related indicators include
signals in rate.
Schwab Dividend Equity has current Total Risk Alpha of 0.2055. 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] |
| = | 0.2055 | |
| ER[a] | = | Expected return on investing in Schwab Dividend |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Schwab Dividend |
| 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
Schwab Dividend Equity leads all etfs for total risk alpha among peer ETFs. It is currently under evaluation for maximum drawdown among peer ETFs with a Maximum Drawdown-to-Total Risk Alpha ratio near
14.89 . The Maximum Drawdown to Total Risk Alpha ratio for Schwab Dividend Equity comes in at
14.89 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
Compare Schwab Dividend to Peers
Other Technical Indicators