Legg Mason Total Risk Alpha
| LFLCX Fund | | | USD 9.30 -0.04 -0.43% |
Legg Mason total risk alpha lookup summarizes this and related technical indicators for Legg Mason Global. Some instruments may have limited coverage due to data differences;
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Legg Mason Global has current Total Risk Alpha of
-0.0004. 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] |
| = | -0.0004 | |
| ER[a] | = | Expected return on investing in Legg Mason |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Legg Mason |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Legg Mason Total Risk Alpha Peers Comparison
Legg Total Risk Alpha Relative To Other Indicators
Legg Mason Global 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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