Desjardins Sustainable Conservative Portfolio Z4 (DJT08018)

8.586 +0.03 (+0.36%) CAD  |  Dec 20 2024
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DJT08018 Alpha (5Y)

Alpha (5Y) Chart

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 (5Y) Range, Past 5 Years

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Median

Alpha (5Y) Benchmarks

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Desjardins Sustainable Moderate Portfolio C --
Melodia Very Conservative Income Portfolio A Upgrade
Melodia Moderate Growth Portfolio A Upgrade
Melodia Conservative Income Portfolio A Upgrade
Melodia Moderate Income Portfolio A Upgrade

Alpha (5Y) Related Metrics

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

Alpha (5Y) Excel Add-In Codes

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Metric Code: market_alpha_60_month
Latest Data Point: =YCP("M:DJT08018.TO", "market_alpha_60_month")
Last 5 Data Points: =YCS("M:DJT08018.TO", "market_alpha_60_month", -4)
To find the codes for any of our securities and financial metrics, see our Complete Excel Reference.