CAUSEWAY INTERNATIONAL Total Risk Alpha
| CIVVX Fund | | | USD 22.73 -0.44 -1.90% |
The Total Risk Alpha lookup presents technical context for Causeway International Value and related instruments. Coverage depends on data availability and normalization;
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Trending Equities provides context for diversified portfolio design. Clearer exposure analysis supports long-term portfolio balance. The allocation includes a position in Causeway International Value in the portfolio 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 private.
Causeway International Value has current Total Risk Alpha of 0.0759. 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] |
| = | 0.0759 | |
| ER[a] | = | Expected return on investing in CAUSEWAY INTERNATIONAL |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on CAUSEWAY INTERNATIONAL |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
CAUSEWAY INTERNATIONAL Total Risk Alpha Peers Comparison
CAUSEWAY Total Risk Alpha Relative To Other Indicators
Causeway International Value is rated
fifth in total risk alpha among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
79.76 of Maximum Drawdown per Total Risk Alpha. At
79.76 , Causeway International Value'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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