RBC Emerging Markets Dividend Fund ETF (REMD.NO)

37.02 +0.35 (+0.95%) CAD  |  NEO  |  Feb 24, 10:27
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REMD.NO Alpha (Since Inception)

Alpha (Since Inception) Chart

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Sep '18
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May '19
 
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270.00
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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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BMO MSCI Emerging Markets Index ETF Upgrade
Franklin Emerging Markets Equity Index ETF Upgrade
iShares Core MSCI Emerging Markets IMI Index ETF Upgrade
BMO Low Volatility Emerging Markets Equity ETF Upgrade
iShares ESG Aware MSCI Emerging Markets Index ETF Upgrade

Alpha (Since Inception) Related Metrics

Beta (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