| FAUG Etf | | | USD 47.13 0.02 0.04% |
FT Cboe total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for FT Cboe Vest 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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FT Cboe Vest has current Total Risk Alpha of 0.0178. 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] |
| = | 0.0178 | |
| ER[a] | = | Expected return on investing in FT Cboe |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on FT Cboe |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
FT Cboe Total Risk Alpha Peers Comparison
FAUG Total Risk Alpha Relative To Other Indicators
FT Cboe Vest is rated
# 4 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
118.53 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for FT Cboe Vest is roughly
118.53 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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