MULTIMANAGER LIFESTYLE Total Risk Alpha
| JQLBX Fund | | | USD 13.62 -0.19 -1.38% |
MULTIMANAGER LIFESTYLE total risk alpha lookup summarizes this and related technical indicators for Multimanager Lifestyle Balanced. Data availability can vary by region and feed;
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Risk vs Return Analysis to better understand diversified portfolio construction. Broader allocation clarity strengthens diversification analysis. This includes a position in Multimanager Lifestyle Balanced inside the allocation 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 bureau of labor statistics.
Multimanager Lifestyle Balanced has current Total Risk Alpha of 0.2002. 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] |
| = | 0.2002 | |
| ER[a] | = | Expected return on investing in MULTIMANAGER LIFESTYLE |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on MULTIMANAGER LIFESTYLE |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
MULTIMANAGER LIFESTYLE Total Risk Alpha Peers Comparison
MULTIMANAGER Total Risk Alpha Relative To Other Indicators
Multimanager Lifestyle Balanced is rated
third in total risk alpha among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
51.09 of Maximum Drawdown per Total Risk Alpha. At
51.09 , Multimanager Lifestyle Balanced'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.
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