Harding Loevner Total Risk Alpha
| HLEZX Fund | | | USD 11.27 -0.03 -0.27% |
Harding Loevner total risk alpha lookup summarizes this and related technical indicators for Harding Loevner Institutional. Coverage varies by data normalization and availability; see
Equity Screeners for broader screening context. Use
Risk vs Return Analysis to better understand diversified portfolio construction. Such insight adds context to allocation decisions within a diversified portfolio. This includes a position in Harding Loevner Institutional within the portfolio 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 nation.
Harding Loevner Institutional has current Total Risk Alpha of
-0.77. 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] |
| = | -0.77 | |
| ER[a] | = | Expected return on investing in Harding Loevner |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Harding Loevner |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Harding Loevner Total Risk Alpha Peers Comparison
Harding Total Risk Alpha Relative To Other Indicators
Harding Loevner Institutional is rated
below average. in total risk alpha among similar funds. It is currently under evaluation. in maximum drawdown among similar funds .
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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