Federated Total Total Risk Alpha
| FTRBX Fund | | | USD 9.41 -0.07 -0.74% |
Historical market data for Federated Total Return forms the basis of the Total Risk Alpha indicator shown here. The calculation draws on time-series market data across available periods.
Investing Opportunities provides context for diversified portfolio construction. The portfolio structure determines how individual positions contribute to the whole. This includes a position in Federated Total Return. The position sits inside the allocation mix. 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 bureau of labor statistics.
Federated Total Return has current Total Risk Alpha of 0.0089. 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] |
| = | 0.0089 | |
| ER[a] | = | Expected return on investing in Federated Total |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Federated Total |
| 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 Total Return is rated
fifth in total risk alpha among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
94.12 of Maximum Drawdown per Total Risk Alpha. At
94.12 , Federated Total Return'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 Total to Peers
Other Technical Indicators