DREYFUS/THE BOSTON Total Risk Alpha
| DBMAX Fund | | | USD 18.82 0.46 2.51% |
The Total Risk Alpha indicator for DREYFUS/THE BOSTON is constructed from normalized market data. Some instruments may report limited inputs depending on trading history. Use
Investing Opportunities to better understand diversified portfolio construction. This view summarizes available data without implying outcomes. Portfolio analysis tools can evaluate how Dreyfusthe Boston Pany fits within a broader allocation. All values are based on available data and provided as reference information. Broader economic conditions can influence Dreyfusthe Boston Pany's mutual fund valuation — related indicators include
signals in nation.
Dreyfusthe Boston Pany has current Total Risk Alpha of 0.0422. 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] |
| = | 0.0422 | |
| ER[a] | = | Expected return on investing in DREYFUS/THE BOSTON |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on DREYFUS/THE BOSTON |
| 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
Dreyfusthe Boston Pany is rated
below average in total risk alpha among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
159.42 of Maximum Drawdown per Total Risk Alpha. At
159.42 , Dreyfusthe Boston Pany'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 DREYFUS/THE BOSTON to Peers
Other Technical Indicators