| FFIU Etf | | | USD 21.39 0.04 0.19% |
Fieldstone UVA total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for Fieldstone UVA Unconstrained 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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Fieldstone UVA Unconstrained has current Total Risk Alpha of
(0.09). 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] |
| = | (0.09) | |
| ER[a] | = | Expected return on investing in Fieldstone UVA |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Fieldstone UVA |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Fieldstone UVA Total Risk Alpha Peers Comparison
Fieldstone Total Risk Alpha Relative To Other Indicators
Fieldstone UVA Unconstrained 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 .
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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