BlackRock LifePath Total Risk Alpha
| LIHKX Fund | | | USD 25.58 0.21 0.83% |
This dataset for BlackRock Lifepath Idx reflects inputs used in the Total Risk Alpha calculation. This dataset is part of a broader indicator framework including
Equity Screeners. Use
Correlation Analysis to better understand diversified portfolio construction. Position sizing and allocation together define the portfolio construction approach. Adding BlackRock Lifepath Idx to a portfolio enables side-by-side comparison with other holdings. This enables performance tracking across the full position set. Broader economic conditions can influence BlackRock Lifepath Idx's mutual fund valuation — related indicators include
signals in industry.
BlackRock Lifepath Idx has current Total Risk Alpha of 0.0477. 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] |
| = | 0.0477 | |
| ER[a] | = | Expected return on investing in BlackRock LifePath |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on BlackRock LifePath |
| 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
BlackRock Lifepath Idx is rated
below average in total risk alpha among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
80.21 of Maximum Drawdown per Total Risk Alpha. At
80.21 , BlackRock Lifepath Idx'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 BlackRock LifePath to Peers
Other Technical Indicators