Rational Defensive Total Risk Alpha
| HSUTX Fund | | | USD 58.74 -0.98 -1.64% |
Historical market data for Rational Defensive Growth forms the basis of the Total Risk Alpha indicator shown here. The calculation draws on time-series market data across available periods. Coverage may vary depending on data availability and normalization methods. Related indicator context is organized within
Equity Screeners. Diversification context is available through
Risk vs Return Analysis. Diversification context helps frame allocation across holdings. Diversified allocation aims to distribute exposure across multiple positions. This suggests a position in Rational Defensive Growth. This appears in the portfolio view. 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 real.
Rational Defensive Growth has current Total Risk Alpha of
-0.09. 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] |
| = | -0.09 | |
| ER[a] | = | Expected return on investing in Rational Defensive |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Rational Defensive |
| 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
Rational Defensive Growth 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.
Compare Rational Defensive to Peers
Other Technical Indicators