| SWTSX Fund | | | USD 103.65 0.02 0.02% |
Schwab Total total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for Schwab Total Stock 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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Schwab Total Stock has current Total Risk Alpha of 0.0083. 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] |
| = | 0.0083 | |
| ER[a] | = | Expected return on investing in Schwab Total |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Schwab Total |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Schwab Total Total Risk Alpha Peers Comparison
Schwab Total Risk Alpha Relative To Other Indicators
Schwab Total Stock is rated
third largest fund in total risk alpha among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
495.94 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Schwab Total Stock is roughly
495.94 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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