COPELAND RISK Total Risk Alpha
| CDGRX Fund | | | USD 12.52 0.09 0.72% |
This technical indicator view for Total Risk Alpha organizes signals for Copeland Risk Managed and comparable instruments. Availability can vary by instrument;
Equity Screeners offers additional screening access. COPELAND RISK has P/E of 20.45. See
Trending Equities for portfolio-level analysis. This suggests a position in Copeland Risk Managed within the allocation view. 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 real.
Copeland Risk Managed has current Total Risk Alpha of 0.2271. 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] |
| = | 0.2271 | |
| ER[a] | = | Expected return on investing in COPELAND RISK |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on COPELAND RISK |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
COPELAND RISK Total Risk Alpha Peers Comparison
COPELAND Total Risk Alpha Relative To Other Indicators
Copeland Risk Managed ranks as the leading mutual fund in total risk alpha among similar funds. It is currently under evaluation. in maximum drawdown among similar funds reporting about
61.19 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Copeland Risk Managed is roughly
61.19 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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