Total Stock Total Risk Alpha

VTI
 Etf
  

USD 210.00  3.44  1.67%   

Total Stock total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for Total Stock Market 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
  
Total Stock Market has current Total Risk Alpha of 0.0181. 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] 
 = 
0.0181
ER[a] = Expected return on investing in Total Stock
ER[b] = Expected return on market index or selected benchmark
STD[a] =   Standard Deviation of returns on Total Stock
STD[b] = Standard Deviation of selected market or benchmark
RFR = Risk Free Rate of return. Typically T-Bill Rate

Total Total Risk Alpha Relative To Other Indicators

Total Stock Market is rated second in total risk alpha as compared to similar ETFs. It is rated first in maximum drawdown as compared to similar ETFs reporting about  373.64  of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Total Stock Market is roughly  373.64 
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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