Etablissementen Franz Total Risk Alpha
| CUYTY Etf | | | USD 11.16 0.26 2.39% |
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Etablissementen Franz Colruyt has current Total Risk Alpha of 0.0168. 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] |
| = | 0.0168 | |
| ER[a] | = | Expected return on investing in Etablissementen Franz |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Etablissementen Franz |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Etablissementen Franz Total Risk Alpha Peers Comparison
Etablissementen Total Risk Alpha Relative To Other Indicators
Etablissementen Franz Colruyt is
second largest ETF in total risk alpha as compared to similar ETFs. It is currently under evaluation in maximum drawdown as compared to similar ETFs reporting about
465.12 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Etablissementen Franz Colruyt is roughly
465.12 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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