Computers Portfolio Total Risk Alpha
| FDCPX Fund | | | USD 154.21 4.01 2.67% |
This technical indicator view for Total Risk Alpha organizes signals for Computers Portfolio Puters and comparable instruments. Some instruments may have limited coverage due to data differences;
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Computers Portfolio Puters has current Total Risk Alpha of 0.2027. 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] |
| = | 0.2027 | |
| ER[a] | = | Expected return on investing in Computers Portfolio |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Computers Portfolio |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Computers Portfolio Total Risk Alpha Peers Comparison
Computers Total Risk Alpha Relative To Other Indicators
Computers Portfolio Puters is positioned as one of the top mutual funds in total risk alpha among similar funds. It is currently under evaluation. in maximum drawdown among similar funds reporting about
41.63 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Computers Portfolio Puters is roughly
41.63 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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