| DKIEUHUAKLDKK | | | DKK 240.70 0.35 0.15% |
DKIEUHUAKLDKK total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for Investeringsforeningen Danske Invest 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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Investeringsforeningen Danske Invest has current Total Risk Alpha of 0.227. 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] |
| = | 0.227 | |
| ER[a] | = | Expected return on investing in DKIEUHUAKLDKK |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on DKIEUHUAKLDKK |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
DKIEUHUAKLDKK Total Risk Alpha Peers Comparison
DKIEUHUAKLDKK Total Risk Alpha Relative To Other Indicators
Investeringsforeningen Danske Invest is rated
# 2 fund in total risk alpha among similar funds. It is rated
# 2 fund in maximum drawdown among similar funds reporting about
13.78 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Investeringsforeningen Danske Invest is roughly
13.78 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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