FULLER THALER Total Risk Alpha
| FTZFX Fund | | | USD 65.27 -0.78 -1.18% |
Observed values used to calculate the Total Risk Alpha technical indicator for Fuller Thaler Behavioral. Indicator values reflect available price and volume data where applicable.
Fuller Thaler Behavioral has current Total Risk Alpha of 0.1474. 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] |
| = | 0.1474 | |
| ER[a] | = | Expected return on investing in FULLER THALER |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on FULLER THALER |
| 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
Fuller Thaler Behavioral ranks first in total risk alpha among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
33.47 of Maximum Drawdown per Total Risk Alpha. At
33.47 , Fuller Thaler Behavioral'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 FULLER THALER to Peers
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