FEDERATED MDT Total Risk Alpha
| FGSKX Fund | | | USD 52.06 -1.15 -2.16% |
Historical market data for Federated Mdt Mid Cap forms the basis of the Total Risk Alpha indicator shown here. The indicator computation uses normalized market activity data. Market data gaps can influence the computed indicator values. Review
Investing Opportunities to understand diversified portfolio construction. Broader allocation clarity strengthens diversification analysis. Portfolio construction reflects how positions are combined across holdings. This captures an allocation to Federated Mdt Mid Cap. This is part of the broader portfolio composition. How positions are weighted depends on the construction approach used. All figures are based on reported data and are informational in nature. 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 industry.
Federated Mdt Mid Cap has current Total Risk Alpha of 0.0377. 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] |
| = | 0.0377 | |
| ER[a] | = | Expected return on investing in FEDERATED MDT |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on FEDERATED MDT |
| 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 Mdt Mid Cap is rated
below average in total risk alpha among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
158.14 of Maximum Drawdown per Total Risk Alpha. At
158.14 , Federated Mdt Mid Cap'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 MDT to Peers
Other Technical Indicators