UBS Plc Total Risk Alpha

UBU9 Etf   93.61  0.17  0.18%   
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UBS plc has current Total Risk Alpha of 0.1137. 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]

 = 
0.1137
ER[a] = Expected return on investing in UBS Plc
ER[b] = Expected return on market index or selected benchmark
STD[a] =   Standard Deviation of returns on UBS Plc
STD[b] = Standard Deviation of selected market or benchmark
RFR = Risk Free Rate of return. Typically T-Bill Rate

UBS Plc Total Risk Alpha Peers Comparison

UBS Total Risk Alpha Relative To Other Indicators

UBS plc is rated first in total risk alpha as compared to similar ETFs. It is currently under evaluation in maximum drawdown as compared to similar ETFs reporting about  48.93  of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for UBS plc is roughly  48.93 
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
Compare UBS Plc to Peers

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