ATAC INFLATION Total Risk Alpha
| ATCIX Fund | | | USD 39.60 0.24 0.61% |
The Total Risk Alpha reading for Atac Inflation Rotation is computed from historical trading observations. Values reflect historical observations within the available dataset.
Trending Equities provides context for diversified portfolio construction. The portfolio structure determines how individual positions contribute to the whole. Portfolio analysis tools can evaluate how Atac Inflation Rotation fits within a broader allocation. Drawdown analysis shows how each position affects portfolio volatility. Broader economic conditions can influence Atac Inflation Rotation's mutual fund valuation — related indicators include
signals in gross domestic product.
Atac Inflation Rotation has current Total Risk Alpha of 0.073. 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] |
| = | 0.073 | |
| ER[a] | = | Expected return on investing in ATAC INFLATION |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on ATAC INFLATION |
| 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
Atac Inflation Rotation is rated
second in total risk alpha among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
65.18 of Maximum Drawdown per Total Risk Alpha. At
65.18 , Atac Inflation Rotation'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 ATAC INFLATION to Peers
Other Technical Indicators