GLOBAL TECHNOLOGY Total Risk Alpha
| JGLTX Fund | | | USD 22.24 -0.80 -3.47% |
The Total Risk Alpha profile for Global Technology Portfolio is based on historical price and volume observations. All inputs reflect available trading data across supported markets. Use
Risk vs Return Analysis to better understand diversified portfolio construction. Position sizing and allocation together define the portfolio construction approach. Tracking Global Technology Portfolio in a portfolio provides context for performance attribution. Watchlist features allow monitoring without committing to a position. Broader economic conditions can influence Global Technology Portfolio's mutual fund valuation — related indicators include
signals in population.
Global Technology Portfolio has current Total Risk Alpha of 0.0391. 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] |
| = | 0.0391 | |
| ER[a] | = | Expected return on investing in GLOBAL TECHNOLOGY |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on GLOBAL TECHNOLOGY |
| 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
Global Technology Portfolio ranks first in total risk alpha among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
164.41 of Maximum Drawdown per Total Risk Alpha. At
164.41 , Global Technology Portfolio'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 GLOBAL TECHNOLOGY to Peers
Other Technical Indicators