QS GROWTH Total Risk Alpha
| LANIX Fund | | | USD 18.08 0.13 0.72% |
The Total Risk Alpha technical lookup provides context for Qs Growth Fund and related instruments. Coverage varies by data normalization and availability; see
Equity Screeners for broader screening context. QS GROWTH has P/E of 16.55. Review
Correlation Analysis for broader portfolio context. This reflects a position in Qs Growth Fund 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 gross domestic product.
Qs Growth Fund has current Total Risk Alpha of 0.0199. 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] |
| = | 0.0199 | |
| ER[a] | = | Expected return on investing in QS GROWTH |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on QS GROWTH |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
QS GROWTH Total Risk Alpha Peers Comparison
LANIX Total Risk Alpha Relative To Other Indicators
Qs Growth Fund is rated
below average. in total risk alpha among similar funds. It is currently under evaluation. in maximum drawdown among similar funds reporting about
173.13 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Qs Growth Fund is roughly
173.13 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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