Xtrackers Green Total Risk Alpha
| UPGR Etf | | | 23.97 0.37 1.57% |
The Total Risk Alpha calculation for Xtrackers Green draws on price and volume history. All inputs are based on actual trading observations from supported exchanges. Review
World Market Map for context on portfolio diversification. Portfolio-level transparency adds depth to allocation analysis. Xtrackers Green Infrastructure can be included in a portfolio to evaluate diversification impact. Diversification analysis reveals overlap and concentration across holdings. Broader economic conditions can influence Xtrackers Green Infrastructure's etf valuation — related indicators include
signals in census.
Xtrackers Green Infrastructure has current Total Risk Alpha of 0.1368. 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] |
| = | 0.1368 | |
| ER[a] | = | Expected return on investing in Xtrackers Green |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Xtrackers Green |
| 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
Xtrackers Green Infrastructure is ranked
third for total risk alpha among related ETFs. It is currently under evaluation for maximum drawdown among related ETFs with Maximum Drawdown measuring nearly
58.47 against Total Risk Alpha. Maximum Drawdown runs about
58.47 times Total Risk Alpha for Xtrackers Green Infrastructure
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
Compare Xtrackers Green to Peers
Other Technical Indicators