AMG GWK Total Risk Alpha
| GWGVX Fund | | | USD 19.79 0.15 0.76% |
Observed values used to calculate the Total Risk Alpha technical indicator for Amg Gwk Smallmid. Additional screening context is available through
Equity Screeners.
Amg Gwk Smallmid has current Total Risk Alpha of 0.1057. 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] |
| = | 0.1057 | |
| ER[a] | = | Expected return on investing in AMG GWK |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on AMG GWK |
| 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
Amg Gwk Smallmid is rated
below average in total risk alpha among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
53.46 of Maximum Drawdown per Total Risk Alpha. At
53.46 , Amg Gwk Smallmid'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 AMG GWK to Peers
Other Technical Indicators