Shelton Emerging Total Risk Alpha
| EMSQX Fund | | | USD 20.24 0.35 1.76% |
Observed values used in the Total Risk Alpha indicator for Shelton Emerging Markets are included in this dataset. Data coverage may vary across sources and reporting intervals.
Investing Opportunities provides context for diversified portfolio design. Additional portfolio transparency improves capital positioning. Tracking Shelton Emerging Markets in a portfolio helps measure its contribution to overall performance. Position sizing depends on the allocation methodology selected for the portfolio. Broader economic conditions can influence Shelton Emerging Markets's mutual fund valuation — related indicators include
signals in producer price index.
Shelton Emerging Markets has current Total Risk Alpha of 0.2132. 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] |
| = | 0.2132 | |
| ER[a] | = | Expected return on investing in Shelton Emerging |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Shelton 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
Shelton Emerging Markets ranks first in total risk alpha among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
29.33 of Maximum Drawdown per Total Risk Alpha. At
29.33 , Shelton Emerging Markets'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 Shelton Emerging to Peers
Other Technical Indicators