Artisan Value Total Risk Alpha
| APDWX Fund | | | USD 11.25 0.03 0.27% |
The Total Risk Alpha lookup presents technical context for Artisan Value Income and related instruments. Availability can vary by instrument;
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Artisan Value Income has current Total Risk Alpha of 0.0587. 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] |
| = | 0.0587 | |
| ER[a] | = | Expected return on investing in Artisan Value |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Artisan Value |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Artisan Value Total Risk Alpha Peers Comparison
Artisan Total Risk Alpha Relative To Other Indicators
Artisan Value Income is rated
below average in total risk alpha among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
49.28 of Maximum Drawdown per Total Risk Alpha. At
49.28 , Artisan Value 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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