Dodge Cox Total Risk Alpha
| DOXLX Fund | | | USD 11.17 -0.10 -0.89% |
The Total Risk Alpha calculation for Dodge Cox draws on price and volume history. Each data point is derived from standardized price and volume feeds. The depth of trading history affects the precision of the indicator.
Investing Opportunities provides context for diversified portfolio design. Additional portfolio transparency improves capital positioning. Diversification analysis considers the interaction of positions within a portfolio. This view summarizes available data without implying outcomes. This includes a position in Dodge Cox Global. The position sits inside the allocation mix. Portfolio construction methods define how positions are sized. 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 board of governors.
Dodge Cox Global has current Total Risk Alpha of 0.016. 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] |
| = | 0.016 | |
| ER[a] | = | Expected return on investing in Dodge Cox |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Dodge Cox |
| 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
Dodge Cox Global is rated
below average in total risk alpha among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
65.91 of Maximum Drawdown per Total Risk Alpha. At
65.91 , Dodge Cox Global'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 Dodge Cox to Peers
Other Technical Indicators