| KRUZ Etf | | | 31.52 0.56 1.75% |
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Unusual Whales Subversive has current Total Risk Alpha of 0.0096. 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] |
| = | 0.0096 | |
| ER[a] | = | Expected return on investing in Unusual Whales |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Unusual Whales |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Unusual Whales Total Risk Alpha Peers Comparison
Unusual Total Risk Alpha Relative To Other Indicators
Unusual Whales Subversive 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
678.57 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Unusual Whales Subversive is roughly
678.57 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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