US Equity Total Risk Alpha
| BGGKX Fund | | | USD 25.14 -0.52 -2.03% |
This dataset for The Equity Growth reflects inputs used in the Total Risk Alpha calculation. Data availability for the calculation period determines indicator completeness. Diversification context is available through
Trending Equities. Diversification context is built from the relationships between portfolio holdings. The allocation includes a position in The Equity Growth. It is distributed across the allocation. 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 industry.
The Equity Growth has current Total Risk Alpha of
-0.06. 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] |
| = | -0.06 | |
| ER[a] | = | Expected return on investing in US Equity |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on US Equity |
| 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
The Equity Growth is rated
below average in total risk alpha among similar funds. It is currently under evaluation in maximum drawdown among similar funds .
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
Compare US Equity to Peers
Other Technical Indicators