ETF Diario Total Risk Alpha

DIABLOI10  MXN 12.62  0.08  0.63%   
ETF Diario total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for ETF Diario Inverso 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 Equity Screeners to view more equity screening tools
  
ETF Diario Inverso has current Total Risk Alpha of 0.0445. 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]

 = 
0.0445
ER[a] = Expected return on investing in ETF Diario
ER[b] = Expected return on market index or selected benchmark
STD[a] =   Standard Deviation of returns on ETF Diario
STD[b] = Standard Deviation of selected market or benchmark
RFR = Risk Free Rate of return. Typically T-Bill Rate

ETF Diario Total Risk Alpha Peers Comparison

ETF Total Risk Alpha Relative To Other Indicators

ETF Diario Inverso is rated below average in total risk alpha as compared to similar ETFs. It is currently under evaluation in maximum drawdown as compared to similar ETFs reporting about  78.09  of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for ETF Diario Inverso is roughly  78.09 
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
Compare ETF Diario to Peers

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