DAVIS INTERNATIONAL Total Risk Alpha
| DILYX Fund | | | USD 15.51 -0.10 -0.64% |
DAVIS INTERNATIONAL total risk alpha lookup summarizes this and related technical indicators for Davis International Fund. Coverage varies by data normalization and availability; see
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Davis International Fund has current Total Risk Alpha of 0.0064. 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] |
| = | 0.0064 | |
| ER[a] | = | Expected return on investing in DAVIS INTERNATIONAL |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on DAVIS INTERNATIONAL |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
DAVIS INTERNATIONAL Total Risk Alpha Peers Comparison
DAVIS Total Risk Alpha Relative To Other Indicators
Davis International Fund is rated
below average in total risk alpha among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
919.48 of Maximum Drawdown per Total Risk Alpha. At
919.48 , Davis International Fund'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.
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