CAPITAL MANAGEMENT Total Risk Alpha
| CMEIX Fund | | | USD 11.83 0.23 1.98% |
This module presents the Total Risk Alpha indicator for Capital Management Mid Cap using available market inputs. The
Equity Screeners framework provides wider technical analysis context. Diversification context is available through
Trending Equities. All figures are based on reported data and are informational in nature. Tracking Capital Management Mid Cap in a portfolio helps measure its contribution to overall performance. Position weights are derived from the selected portfolio construction methodology. Broader economic conditions can influence Capital Management Mid Cap's mutual fund valuation — related indicators include
signals in gross domestic product.
Capital Management Mid Cap has current Total Risk Alpha of 0.3383. 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] |
| = | 0.3383 | |
| ER[a] | = | Expected return on investing in CAPITAL MANAGEMENT |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on CAPITAL MANAGEMENT |
| 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
Capital Management Mid Cap ranks first in total risk alpha among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
46.01 of Maximum Drawdown per Total Risk Alpha. At
46.01 , Capital Management 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 CAPITAL MANAGEMENT to Peers
Other Technical Indicators