DUNHAM EMERGING Total Risk Alpha
| DAEMX Fund | | | USD 17.71 -0.75 -4.06% |
Historical market data for Dunham Emerging Markets forms the basis of the Total Risk Alpha indicator shown here. The indicator computation uses normalized market activity data. For portfolio construction context, review
Investing Opportunities. All metrics are derived from available inputs and shown for reference. Dunham Emerging Markets can be tracked within a custom portfolio for ongoing monitoring. Allocation tools help determine appropriate position sizing. Broader economic conditions can influence Dunham Emerging Markets's mutual fund valuation — related indicators include
signals in inflation.
Dunham Emerging Markets has current Total Risk Alpha of 0.2531. 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] |
| = | 0.2531 | |
| ER[a] | = | Expected return on investing in DUNHAM EMERGING |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on DUNHAM EMERGING |
| 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
Dunham Emerging Markets is rated
third in total risk alpha among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
31.65 of Maximum Drawdown per Total Risk Alpha. At
31.65 , Dunham Emerging Markets'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 DUNHAM EMERGING to Peers
Other Technical Indicators