FEDERATED Total Risk Alpha
| FIGKX Fund | | | USD 9.68 0.02 0.21% |
This dataset for Federated U S reflects inputs used in the Total Risk Alpha calculation. Data coverage may vary across sources and reporting intervals. For portfolio construction context, review
Investing Opportunities. The dataset reflects available inputs without directional implication. Federated U S can be included in a portfolio to evaluate diversification impact. All values are presented as reference data. Broader economic conditions can influence Federated U S's mutual fund valuation — related indicators include
signals in industry.
Federated U S 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 FEDERATED |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on FEDERATED |
| 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 U S 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.
Compare FEDERATED to Peers
Other Technical Indicators