STRATEGIC ALLOCATION: Total Risk Alpha
| ASTCX Fund | | | USD 6.43 -0.03 -0.46% |
Reference data associated with the Total Risk Alpha technical indicator for Strategic Allocation Moderate. Availability may differ across exchanges, markets, and reporting intervals.
Strategic Allocation Moderate has current Total Risk Alpha of 0.0905. 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] |
| = | 0.0905 | |
| ER[a] | = | Expected return on investing in STRATEGIC ALLOCATION: |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on STRATEGIC ALLOCATION: |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STRATEGIC ALLOCATION: Total Risk Alpha Peers Comparison
STRATEGIC Total Risk Alpha Relative To Other Indicators
Strategic Allocation Moderate ranks first in total risk alpha among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
79.48 of Maximum Drawdown per Total Risk Alpha. At
79.48 , Strategic Allocation Moderate'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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