iShares MSCI Min Vol EAFE Index ETF (XMI.TO)

39.08 +0.19 (+0.49%) CAD  |  TSX  |  Dec 24, 16:00
More

XMI.TO Alpha (vs YCharts Benchmark) (Since Inception)

Alpha (vs YCharts Benchmark) (Since Inception) Chart

View Alpha (vs YCharts Benchmark) (Since Inception) for XMI.TO.
Upgrade now.
Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
View Alpha (vs YCharts Benchmark) (Since Inception) Chart
Start Trial

Historical Data

View Historical Data
Start Trial

Alpha Definition

View Alpha Definition
Start Trial

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

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

Alpha (vs YCharts Benchmark) (Since Inception) Benchmarks

View Alpha (vs YCharts Benchmark) (Since Inception) Benchmarks
Start Trial
TD International Equity CAD Hedged Index ETF Upgrade
iShares MSCI Min Vol EAFE Idx ETF (CAD-Hgd) Upgrade
Manulife Multifactor Developed Intl Idx ETF Hgd Upgrade
Mackenzie International Equity Index ETF (CAD-Hgd) Upgrade
BMO MSCI EAFE ESG Leaders Index 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