BMO Target Total Risk Alpha
| ZXCO Etf | | | 10.08 0.00 0.00% |
BMO Target total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for BMO Target 2027 or any other equities. You can select from a set of available technical indicators by clicking on the link to the right. Please note, not all equities are covered by this module due to inconsistencies in global equity categorizations and data normalization technicques. Please check also
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BMO Target 2027 has current Total Risk Alpha of 0.0209. 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] |
| = | 0.0209 | |
| ER[a] | = | Expected return on investing in BMO Target |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on BMO Target |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
BMO Target Total Risk Alpha Peers Comparison
BMO Total Risk Alpha Relative To Other Indicators
BMO Target 2027 is rated
fourth in total risk alpha as compared to similar ETFs. It is rated
first in maximum drawdown as compared to similar ETFs reporting about
425.58 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for BMO Target 2027 is roughly
425.58 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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