BlackRock Conservative Total Risk Alpha
| BICPX Fund | | | USD 11.61 -0.03 -0.26% |
Observed values used to calculate the Total Risk Alpha technical indicator for BlackRock Conservative Prprdptfinstttnl. Coverage may vary depending on data feeds and normalization methods.
BlackRock Conservative Prprdptfinstttnl has current Total Risk Alpha of 0.0065. 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] |
| = | 0.0065 | |
| ER[a] | = | Expected return on investing in BlackRock Conservative |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on BlackRock Conservative |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
BlackRock Conservative Total Risk Alpha Peers Comparison
BlackRock Total Risk Alpha Relative To Other Indicators
BlackRock Conservative Prprdptfinstttnl is rated
third in total risk alpha among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
222.88 of Maximum Drawdown per Total Risk Alpha. At
222.88 , BlackRock Conservative Prprdptfinstttnl'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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