ISharesGlobal 100 Total Risk Alpha

IOO Etf   159.31  0.68  0.43%   
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iSharesGlobal 100 has current Total Risk Alpha of 0.0704. 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]

 = 
0.0704
ER[a] = Expected return on investing in ISharesGlobal 100
ER[b] = Expected return on market index or selected benchmark
STD[a] =   Standard Deviation of returns on ISharesGlobal 100
STD[b] = Standard Deviation of selected market or benchmark
RFR = Risk Free Rate of return. Typically T-Bill Rate

ISharesGlobal 100 Total Risk Alpha Peers Comparison

ISharesGlobal Total Risk Alpha Relative To Other Indicators

iSharesGlobal 100 is rated third overall 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  52.03  of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for iSharesGlobal 100 is roughly  52.03 
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
Compare ISharesGlobal 100 to Peers

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