FEDERATED EMERGING Total Risk Alpha
| EMDIX Fund | | | USD 8.79 -0.06 -0.68% |
The Total Risk Alpha reading for Federated Emerging Market is computed from historical trading observations. Indicator reliability depends on the continuity of available trading data.
Investing Opportunities frames the approach to diversified portfolio design. The view supports a broader understanding of portfolio structure. A position in Federated Emerging Market is part of the allocation. How positions are weighted depends on the construction approach used. 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 gross domestic product.
Federated Emerging Market has current Total Risk Alpha of 0.0162. 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] |
| = | 0.0162 | |
| ER[a] | = | Expected return on investing in FEDERATED EMERGING |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on FEDERATED EMERGING |
| 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
Federated Emerging Market is rated
third in total risk alpha among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
123.94 of Maximum Drawdown per Total Risk Alpha. At
123.94 , Federated Emerging Market'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 FEDERATED EMERGING to Peers
Other Technical Indicators