INTERNATIONAL STOCK Total Risk Alpha
| DISRX Fund | | | USD 20.85 -0.14 -0.67% |
This dataset for International Stock Fund reflects inputs used in the Total Risk Alpha calculation. Values are derived from historical price and volume observations.
Investing Opportunities frames the approach to diversified portfolio design. The view supports a broader understanding of portfolio structure. The holding in International Stock Fund represents an allocation. This is situated within the portfolio mix. The weighting is determined by the allocation framework in use. The content reflects structured data inputs rather than subjective analysis. Also, note that the market value of any mutual fund could be closely tied with the direction of predictive economic indicators such as
signals in main economic indicators.
International Stock Fund has current Total Risk Alpha of 0.0354. 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] |
| = | 0.0354 | |
| ER[a] | = | Expected return on investing in INTERNATIONAL STOCK |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on INTERNATIONAL STOCK |
| 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
International Stock 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
120.44 of Maximum Drawdown per Total Risk Alpha. At
120.44 , International Stock 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.
Compare INTERNATIONAL STOCK to Peers
Other Technical Indicators