Foundry Partners Total Risk Alpha
| DRSVX Fund | | | USD 19.99 -0.01 -0.05% |
The Total Risk Alpha lookup presents technical context for Foundry Partners Fundamental and related instruments. Coverage depends on data availability and normalization;
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Investing Opportunities provides context for diversified portfolio design. Clearer exposure analysis supports long-term portfolio balance. The allocation includes a position in Foundry Partners Fundamental in the portfolio view. 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 private.
Foundry Partners Fundamental has current Total Risk Alpha of 0.1106. 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] |
| = | 0.1106 | |
| ER[a] | = | Expected return on investing in Foundry Partners |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Foundry Partners |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Foundry Partners Total Risk Alpha Peers Comparison
Foundry Total Risk Alpha Relative To Other Indicators
Foundry Partners Fundamental is rated
below average. in total risk alpha among similar funds. It is currently under evaluation. in maximum drawdown among similar funds reporting about
45.46 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Foundry Partners Fundamental is roughly
45.46 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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