CHAMPLAIN MID Total Risk Alpha
| CIPMX Fund | | | USD 18.34 0.01 0.05% |
Observed values used in the Total Risk Alpha indicator for Champlain Mid Cap are included in this dataset. The information is based on observed market data across timeframes. Data coverage may vary across sources and reporting intervals. Review
Trending Equities to understand diversified portfolio construction. Broader allocation clarity strengthens diversification analysis. Portfolio construction reflects how positions are combined across holdings. The data shown is informational and should not be interpreted as guidance. This captures an allocation to Champlain Mid Cap. This is part of the broader portfolio composition. How positions are weighted depends on the construction approach used. This summary reflects available observations without forecasting intent. 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 board of governors.
Champlain Mid Cap has current Total Risk Alpha of 0.5249. 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] |
| = | 0.5249 | |
| ER[a] | = | Expected return on investing in CHAMPLAIN MID |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on CHAMPLAIN MID |
| 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
Champlain Mid Cap is rated
third in total risk alpha among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
45.79 of Maximum Drawdown per Total Risk Alpha. At
45.79 , Champlain Mid Cap'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 CHAMPLAIN MID to Peers
Other Technical Indicators