Clarion Partners Total Risk Alpha
| CPRSX Fund | | | USD 11.32 0.01 0.09% |
Observed values used to calculate the Total Risk Alpha technical indicator for Clarion Partners Real. Indicator inputs depend on available historical price observations.
Clarion Partners Real has current Total Risk Alpha of 0.0074. 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] |
| = | 0.0074 | |
| ER[a] | = | Expected return on investing in Clarion Partners |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Clarion Partners |
| 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
Clarion Partners Real is rated
below average in total risk alpha among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
35.93 of Maximum Drawdown per Total Risk Alpha. At
35.93 , Clarion Partners Real'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 Clarion Partners to Peers
Other Technical Indicators