ACADIAN EMERGING Total Risk Alpha
| AEMGX Fund | | | USD 28.85 -0.10 -0.35% |
The Total Risk Alpha reading for Acadian Emerging Markets is computed from historical trading observations. Each data point is derived from standardized price and volume feeds.
Trending Equities frames the approach to diversified portfolio design. All values are based on available data and provided as reference information. Tracking Acadian Emerging Markets in a portfolio provides context for performance attribution. Position sizing depends on the allocation methodology selected for the portfolio. Broader economic conditions can influence Acadian Emerging Markets's mutual fund valuation — related indicators include
signals in census.
Acadian Emerging Markets has current Total Risk Alpha of 0.2624. The total risk alpha measures the performance of an asset by comparing its returns with those of a selected benchmark portfolio.
Total Risk Alpha | = | RFR + (ER[b] - ER[a]) | x | STD[a] / STD[b] |
| = | 0.2624 | |
| ER[a] | = | Expected return on investing in ACADIAN EMERGING |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on ACADIAN EMERGING |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Total Risk Alpha Peers Comparison
Total Risk Alpha Relative To Other Indicators
Acadian Emerging Markets is rated
second in total risk alpha among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
34.20 of Maximum Drawdown per Total Risk Alpha. At
34.20 , Acadian Emerging Markets's Maximum Drawdown-to-Total Risk Alpha multiple reflects the spread between these metrics
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
Compare ACADIAN EMERGING to Peers
Other Technical Indicators