ARTISAN INTERNATIONAL Total Risk Alpha
| APDKX Fund | | | USD 53.00 -0.50 -0.93% |
Observed values used to calculate the Total Risk Alpha technical indicator for Artisan International Value. Indicator values reflect available price and volume data where applicable.
Artisan International Value has current Total Risk Alpha of 0.0984. 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] |
| = | 0.0984 | |
| ER[a] | = | Expected return on investing in ARTISAN INTERNATIONAL |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on ARTISAN INTERNATIONAL |
| 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
Artisan International Value is rated
below average in total risk alpha among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
43.70 of Maximum Drawdown per Total Risk Alpha. At
43.70 , Artisan International Value'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 ARTISAN INTERNATIONAL to Peers
Other Technical Indicators