ARCHER BALANCED Total Risk Alpha
| ARCHX Fund | | | USD 19.78 -0.24 -1.20% |
Observed values used in the Total Risk Alpha indicator for Archer Balanced Fund are included in this dataset. The information is based on observed market data across timeframes. Data coverage may vary across sources and reporting intervals. Comparable indicator datasets are structured within
Equity Screeners.
Trending Equities provides context for diversified portfolio construction. Such insight adds context to allocation decisions within a diversified portfolio. The overall portfolio profile is shaped by the distribution of its holdings. This dataset reflects observed data and is not advisory in nature. This includes a position in Archer Balanced Fund. The allocation reflects this within the position set. Each holding is sized according to the methodology applied to the portfolio. Also, note that the market value of any mutual fund could be closely tied with the direction of predictive economic indicators such as
signals in rate.
Archer Balanced Fund has current Total Risk Alpha of 0.0996. 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] |
| = | 0.0996 | |
| ER[a] | = | Expected return on investing in ARCHER BALANCED |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on ARCHER BALANCED |
| 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
Archer Balanced Fund ranks first in total risk alpha among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
29.04 of Maximum Drawdown per Total Risk Alpha. At
29.04 , Archer Balanced Fund'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 ARCHER BALANCED to Peers
Other Technical Indicators