BlackRock Advantage Total Risk Alpha
| BDSCX Fund | | | USD 19.29 -0.35 -1.78% |
The Total Risk Alpha signal for BlackRock Advantage Small reflects patterns observed in trading data. Availability can differ across markets, exchanges, and instruments.
Trending Equities provides context for diversified portfolio design. This view summarizes available data without implying outcomes. Adding BlackRock Advantage Small to a portfolio enables side-by-side comparison with other holdings. Allocation models determine the relative weighting of each position in the portfolio. Broader economic conditions can influence BlackRock Advantage Small's mutual fund valuation — related indicators include
signals in housing.
BlackRock Advantage Small has current Total Risk Alpha of 0.0957. 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] |
| = | 0.0957 | |
| ER[a] | = | Expected return on investing in BlackRock Advantage |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on BlackRock Advantage |
| 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
BlackRock Advantage Small is rated
below average in total risk alpha among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
63.73 of Maximum Drawdown per Total Risk Alpha. At
63.73 , BlackRock Advantage Small'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 BlackRock Advantage to Peers
Other Technical Indicators