| 500USD Etf | | | USD 118.86 0.66 0.55% |
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Amundi Index Solutions has current Total Risk Alpha of 0.0511. 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] |
| = | 0.0511 | |
| ER[a] | = | Expected return on investing in Amundi Index |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Amundi Index |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Amundi Index Total Risk Alpha Peers Comparison
Amundi Total Risk Alpha Relative To Other Indicators
Amundi Index Solutions is
second largest ETF in total risk alpha as compared to similar ETFs. It is rated
below average in maximum drawdown as compared to similar ETFs reporting about
78.87 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Amundi Index Solutions is roughly
78.87 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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