FEDERATED MDT Total Risk Alpha
| FSTKX Fund | | | USD 34.64 -0.48 -1.37% |
The Total Risk Alpha indicator for Federated Mdt Large is derived from observed market data. The calculation draws on time-series market data across available periods. Exchange-specific data schedules may affect the recency of readings.
Investing Opportunities provides a view into diversified allocation design. Understanding allocation structure supports portfolio context. Diversification context is built from the relationships between portfolio holdings. All figures are presented for informational review and are not prescriptive. The holding in Federated Mdt Large represents an allocation. It is represented within the portfolio holdings. Position allocation is driven by the portfolio construction model. No forward-looking guarantees are expressed or implied by this data. 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 Large has current Total Risk Alpha of 0.0796. 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] |
| = | 0.0796 | |
| 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 Large is rated
fifth in total risk alpha among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
43.15 of Maximum Drawdown per Total Risk Alpha. At
43.15 , Federated Mdt Large'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