First Foundation Total Risk Alpha
| FBBAX Fund | | | USD 25.03 -0.14 -0.56% |
Reference data associated with the Total Risk Alpha technical indicator for First Foundation Total. Some instruments may provide partial coverage depending on trading history.
First Foundation Total has current Total Risk Alpha of
-0.01. 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] |
| = | -0.01 | |
| ER[a] | = | Expected return on investing in First Foundation |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on First Foundation |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
First Foundation Total Risk Alpha Peers Comparison
First Total Risk Alpha Relative To Other Indicators
First Foundation Total is rated
below average in total risk alpha among similar funds. It is currently under evaluation in maximum drawdown among similar funds .
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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