DRMD.TO Alpha (Since Inception) Trends

Desjardins RI Dvlp exUSA exCAD NZero EmisPathw ETF (DRMD.TO)

25.40 +0.22 (+0.87%) CAD | TSX | Dec 24, 16:00

Alpha (Since Inception) Chart

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Sep '18

Jan '19

May '19

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270.00

255.00

240.00

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Historical Data

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Alpha Definition

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Alpha measures the excess return that a security provides. Alpha can be measured by taking Risk Adjusted Security Return - Beta*(Risk Adjusted Market Return). This formula will return the outperformance that the security provides. Alpha is an important metric for active investing, where investors look for outperforming a particular benchmark.

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Alpha (Since Inception) Range, Past 5 Years

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Alpha (Since Inception) Benchmarks

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Invesco S&P Intl Developed ESG Tilt Idx ETF Hg	Upgrade
Invesco S&P International Developed ESG Idx ETF Hg	Upgrade
CIBC International Equity Index ETF (CAD-Hedged)	Upgrade
Invesco S&P Intl Dvlpd Div Aristo ESG Idx ETF	Upgrade
iShares MSCI Min Vol EAFE Index ETF	Upgrade

Alpha (Since Inception) Related Metrics

Beta (Since Inception)	Upgrade
Alpha (vs YCharts Benchmark) (Since Inception)	Upgrade
Beta (vs YCharts Benchmark) (Since Inception)	Upgrade
Annualized Standard Deviation of Monthly Returns (Since Inception)	Upgrade
Historical Sharpe Ratio (Since Inception)	Upgrade
Historical Sortino (Since Inception)	Upgrade
Max Drawdown (Since Inception)	Upgrade
Monthly Value at Risk (VaR) 5% (Since Inception)	Upgrade