| DWAW Etf | | | USD 42.06 0.20 0.48% |
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AdvisorShares Dorsey Wright has current Total Risk Alpha of 0.0155. 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] |
| = | 0.0155 | |
| ER[a] | = | Expected return on investing in AdvisorShares Dorsey |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on AdvisorShares Dorsey |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
AdvisorShares Dorsey Total Risk Alpha Peers Comparison
AdvisorShares Total Risk Alpha Relative To Other Indicators
AdvisorShares Dorsey Wright is rated
# 2 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
253.22 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for AdvisorShares Dorsey Wright is roughly
253.22 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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