| BMAX Etf | | | 13.84 0.13 0.93% |
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Brompton Enhanced Multi Asset has current Total Risk Alpha of 0.0529. 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] |
| = | 0.0529 | |
| ER[a] | = | Expected return on investing in Brompton Enhanced |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Brompton Enhanced |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Brompton Enhanced Total Risk Alpha Peers Comparison
Brompton Total Risk Alpha Relative To Other Indicators
Brompton Enhanced Multi Asset is the top 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
64.43 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Brompton Enhanced Multi Asset is roughly
64.43 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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