| 445290 Etf | | | 14,040 85.00 0.61% |
KODEX K total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for KODEX K Robot Active 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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KODEX K Robot Active has current Total Risk Alpha of 0.1014. 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] |
| = | 0.1014 | |
| ER[a] | = | Expected return on investing in KODEX K |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on KODEX K |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
KODEX K Total Risk Alpha Peers Comparison
KODEX Total Risk Alpha Relative To Other Indicators
KODEX K Robot Active is
third largest ETF in total risk alpha as compared to similar ETFs. It is the top ETF in maximum drawdown as compared to similar ETFs reporting about
126.28 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for KODEX K Robot Active is roughly
126.28 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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