CREDIT SUISSE Total Risk Alpha
| CRSCX Fund | | | USD 24.25 0.28 1.17% |
The Total Risk Alpha profile for Credit Suisse Modity is based on historical price and volume observations. The dataset is based on observed market activity where data is available.
Trending Equities provides a view into diversified allocation design. Diversification analysis considers the interaction of positions within a portfolio. Credit Suisse Modity can be evaluated within a portfolio framework for weight and risk impact. This view summarizes available data without implying outcomes. Broader economic conditions can influence Credit Suisse Modity's mutual fund valuation — related indicators include
signals in housing.
Credit Suisse Modity has current Total Risk Alpha of 0.3676. 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] |
| = | 0.3676 | |
| ER[a] | = | Expected return on investing in CREDIT SUISSE |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on CREDIT SUISSE |
| 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
Credit Suisse Modity ranks first in total risk alpha among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
19.28 of Maximum Drawdown per Total Risk Alpha. At
19.28 , Credit Suisse Modity'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 CREDIT SUISSE to Peers
Other Technical Indicators