Spectrum Low Total Risk Alpha
This technical indicator view for Total Risk Alpha organizes signals for Spectrum Low Volatility and comparable instruments. Availability can vary by instrument;
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Spectrum Low Volatility has current Total Risk Alpha of 0.0167. 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] |
| = | 0.0167 | |
| ER[a] | = | Expected return on investing in Spectrum Low |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Spectrum Low |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Spectrum Low Total Risk Alpha Peers Comparison
Spectrum Total Risk Alpha Relative To Other Indicators
Spectrum Low Volatility is rated
below average. in total risk alpha among similar funds. It is currently under evaluation. in maximum drawdown among similar funds reporting about
80.07 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Spectrum Low Volatility is roughly
80.07 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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