BNP World Active Factor Rotation UCITS ETF EUR H A (IE0001858L90)

10.54 +0.12 (+1.15%) EUR  |  GER  |  Sep 03, 16:00
More

IE0001858L90 Alpha (Since Inception)

Alpha (Since Inception) Chart

View Alpha (Since Inception) for IE0001858L90.
Upgrade now.
Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
View Alpha (Since Inception) Chart
Start Trial

Historical Alpha (Since Inception) Data

View and export this data back to . Start Trial.
Date Value

Alpha Definition

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.

Read full definition.

Alpha (Since Inception) Range, Past 5 Years

View Alpha (Since Inception) Range, Past 5 Years
Start Trial
--
Minimum
--
Maximum
--
Average
--
Median

Alpha (Since Inception) Benchmarks

View Alpha (Since Inception) Benchmarks
Start Trial
Fineco AM Amundi MSCI World UCITS ETF Acc --
ODDO BHF Global Equity Active UCITS ETF Acc CGP --
JPM AC Rsch Enh Indx Eqt PA Active UCITS ETF EUR D --
Amundi PEA Global (MSCI ACWI) UCITS ETF Acc --
L&G WTW Global Eq Diversified UCITS ETF EURH Acc --

Alpha (Since Inception) Related Metrics

Annualized Standard Deviation of Monthly Returns (Since Inception) Upgrade
Max Drawdown (Since Inception) Upgrade
Monthly Value at Risk (VaR) 5% (Since Inception) Upgrade