BlackRock Managed Total Risk Alpha
| BLDIX Fund | | | USD 9.52 -0.02 -0.21% |
This dataset for BlackRock Managed Income reflects inputs used in the Total Risk Alpha calculation. Extended technical indicator views are accessible through
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Trending Equities frames the approach to diversified portfolio design. The dataset reflects available inputs without directional implication. Portfolio analysis tools can evaluate how BlackRock Managed Income fits within a broader allocation. The allocation framework in use shapes how individual positions are weighted. Broader economic conditions can influence BlackRock Managed Income's mutual fund valuation — related indicators include
signals in gross domestic product.
BlackRock Managed Income has current Total Risk Alpha of 0.0069. 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] |
| = | 0.0069 | |
| ER[a] | = | Expected return on investing in BlackRock Managed |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on BlackRock Managed |
| 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 Managed Income is rated
below average in total risk alpha among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
181.59 of Maximum Drawdown per Total Risk Alpha. At
181.59 , BlackRock Managed Income'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 Managed to Peers
Other Technical Indicators