DFA US Total Risk Alpha

DAABX
 Fund
  

USD 16.27  0.17  1.03%   

DFA US total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for DFA US Sustainability 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 Equity Screeners to view more equity screening tools
  
DFA US Sustainability has current Total Risk Alpha of 0.0154. 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] 
 = 
0.0154
ER[a] = Expected return on investing in DFA US
ER[b] = Expected return on market index or selected benchmark
STD[a] =   Standard Deviation of returns on DFA US
STD[b] = Standard Deviation of selected market or benchmark
RFR = Risk Free Rate of return. Typically T-Bill Rate

DFA US Total Risk Alpha Peers Comparison

DAABX Total Risk Alpha Relative To Other Indicators

DFA US Sustainability is currently under evaluation in total risk alpha among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about  544.24  of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for DFA US Sustainability is roughly  544.24 
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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