SPDR Portfolio Total Risk Alpha
| SPIP Etf | | | USD 26.33 0.05 0.19% |
The Total Risk Alpha technical lookup provides context for SPDR Portfolio TIPS and related instruments. Coverage varies by data normalization and availability; see
Equity Screeners for broader screening context.
World Market Map provides context for diversified portfolio construction. Such insight adds context to allocation decisions within a diversified portfolio. This reflects a position in SPDR Portfolio TIPS within the portfolio 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 gross domestic product.
SPDR Portfolio TIPS has current Total Risk Alpha of 0.007. 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] |
| = | 0.007 | |
| ER[a] | = | Expected return on investing in SPDR Portfolio |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on SPDR Portfolio |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
SPDR Portfolio Total Risk Alpha Peers Comparison
SPDR Total Risk Alpha Relative To Other Indicators
SPDR Portfolio TIPS is evaluated as
second in Total Risk Alpha in total risk alpha as compared to similar ETFs. It is currently under evaluation. in maximum drawdown as compared to similar ETFs reporting about
93.59 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for SPDR Portfolio TIPS is roughly
93.59 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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