Laudus Large Total Risk Alpha
| LGILX Fund | | | USD 24.05 0.21 0.88% |
The Total Risk Alpha indicator for Laudus Large is constructed from normalized market data. The depth of trading history affects the precision of the indicator. Use
Correlation Analysis to better understand diversified portfolio construction. All figures are based on reported data and are informational in nature. Portfolio analysis tools can evaluate how Laudus Large Cap fits within a broader allocation. Drawdown analysis shows how each position affects portfolio volatility. Broader economic conditions can influence Laudus Large Cap's mutual fund valuation — related indicators include
signals in board of governors.
Laudus Large Cap has current Total Risk Alpha of
-0.03. 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] |
| = | -0.03 | |
| ER[a] | = | Expected return on investing in Laudus Large |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Laudus Large |
| 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
Laudus Large Cap 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 Laudus Large to Peers
Other Technical Indicators