BOSTON TRUST Total Risk Alpha
| BOSOX Fund | | | USD 16.24 -0.01 -0.06% |
This technical indicator view for Total Risk Alpha organizes signals for Boston Trust Small and comparable instruments. Data availability can vary by region and feed;
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Boston Trust Small has current Total Risk Alpha of 0.0738. 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] |
| = | 0.0738 | |
| ER[a] | = | Expected return on investing in BOSTON TRUST |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on BOSTON TRUST |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
BOSTON TRUST Total Risk Alpha Peers Comparison
BOSTON Total Risk Alpha Relative To Other Indicators
Boston Trust Small is rated
fifth in total risk alpha among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
73.96 of Maximum Drawdown per Total Risk Alpha. At
73.96 , Boston Trust 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.
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