USSG Alpha (vs YCharts Benchmark) (Since Inception) Analysis

Xtrackers MSCI USA Selection Equity ETF (USSG)

63.40 +0.14 (+0.22%) USD | NYSEARCA | Dec 09, 10:41

Alpha (vs YCharts Benchmark) (Since Inception) Chart

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Sep '18

Jan '19

May '19

285.00

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 (vs YCharts Benchmark) (Since Inception) Range, Past 5 Years

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Alpha (vs YCharts Benchmark) (Since Inception) Benchmarks

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iShares ESG MSCI KLD 400 ETF	Upgrade
iShares ESG Optimized MSCI USA ETF	Upgrade
Nuveen ESG Large-Cap ETF	Upgrade
iShares MSCI USA Momentum Factor ETF	Upgrade
iShares MSCI USA Value Factor ETF	Upgrade

Alpha (vs YCharts Benchmark) (Since Inception) Related Metrics

Alpha (Since Inception)	Upgrade
Beta (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