Virtus Real Total Risk Alpha
| VRREX Fund | | | USD 19.23 -0.16 -0.83% |
Virtus Real total risk alpha lookup summarizes this and related technical indicators for Virtus Real Estate. Coverage depends on data availability and normalization;
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Virtus Real Estate has current Total Risk Alpha of 0.1805. 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] |
| = | 0.1805 | |
| ER[a] | = | Expected return on investing in Virtus Real |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Virtus Real |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Virtus Real Total Risk Alpha Peers Comparison
Virtus Total Risk Alpha Relative To Other Indicators
Virtus Real Estate is evaluated as
second in total risk alpha among similar funds. It is currently under evaluation. in maximum drawdown among similar funds reporting about
27.40 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Virtus Real Estate is roughly
27.40 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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