JPMorgan BetaBuilders Total Risk Alpha

BBMC Etf  USD 97.27  1.08  1.12%   
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JPMorgan BetaBuilders Mid has current Total Risk Alpha of 0.015. 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]

 = 
0.015
ER[a] = Expected return on investing in JPMorgan BetaBuilders
ER[b] = Expected return on market index or selected benchmark
STD[a] =   Standard Deviation of returns on JPMorgan BetaBuilders
STD[b] = Standard Deviation of selected market or benchmark
RFR = Risk Free Rate of return. Typically T-Bill Rate

JPMorgan BetaBuilders Total Risk Alpha Peers Comparison

JPMorgan Total Risk Alpha Relative To Other Indicators

JPMorgan BetaBuilders Mid is third 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  545.55  of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for JPMorgan BetaBuilders Mid is roughly  545.55 
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
Compare JPMorgan BetaBuilders to Peers

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