| TINF Etf | | | CAD 21.88 0.07 0.32% |
TD Active total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for TD Active Global 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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TD Active Global has current Total Risk Alpha of 0.0649. 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] |
| = | 0.0649 | |
| ER[a] | = | Expected return on investing in TD Active |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on TD Active |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
TD Active Total Risk Alpha Peers Comparison
TINF Total Risk Alpha Relative To Other Indicators
TD Active Global is rated
fourth largest ETF in total risk alpha as compared to similar ETFs. It is rated
fourth largest ETF in maximum drawdown as compared to similar ETFs reporting about
41.68 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for TD Active Global is roughly
41.68 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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