Gmo Emerging Total Risk Alpha
| GMDFX Fund | | | USD 23.12 0.02 0.09% |
The Total Risk Alpha calculation for Gmo Emerging draws on price and volume history. Data availability for the calculation period determines indicator completeness.
Risk vs Return Analysis frames the approach to diversified portfolio design. Refined allocation visibility enhances overall portfolio context. Monitoring Gmo Emerging Country within a portfolio highlights how it interacts with other holdings. All metrics are derived from available inputs and shown for reference. Broader economic conditions can influence Gmo Emerging Country's mutual fund valuation — related indicators include
signals in price.
Gmo Emerging Country has current Total Risk Alpha of 0.0673. 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] |
| = | 0.0673 | |
| ER[a] | = | Expected return on investing in Gmo Emerging |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Gmo Emerging |
| 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
Gmo Emerging Country is rated
third in total risk alpha among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
38.59 of Maximum Drawdown per Total Risk Alpha. At
38.59 , Gmo Emerging Country'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 Gmo Emerging to Peers
Other Technical Indicators