Aambahl Gaynor Total Risk Alpha
| AFNIX Fund | | | USD 25.30 0.18 0.72% |
Reference data associated with the Total Risk Alpha technical indicator for Aambahl Gaynor Income. Indicator inputs depend on available historical price observations.
Aambahl Gaynor Income has current Total Risk Alpha of 0.0844. 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] |
| = | 0.0844 | |
| ER[a] | = | Expected return on investing in Aambahl Gaynor |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Aambahl Gaynor |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Aambahl Gaynor Total Risk Alpha Peers Comparison
Aambahl Total Risk Alpha Relative To Other Indicators
Aambahl Gaynor Income is rated
second in total risk alpha among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
35.01 of Maximum Drawdown per Total Risk Alpha. At
35.01 , Aambahl Gaynor Income'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.
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