QS US Total Risk Alpha
| LMBMX Fund | | | USD 14.86 -0.03 -0.20% |
The Total Risk Alpha technical lookup provides context for Qs Small Capitalization and related instruments. Availability can vary by instrument;
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Correlation Analysis provides context for diversified portfolio construction. Refined allocation visibility enhances overall portfolio context. This reflects a position in Qs Small Capitalization within the allocation view. Also, note that the market value of any mutual fund could be closely tied with the direction of predictive economic indicators such as
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Qs Small Capitalization has current Total Risk Alpha of 0.138. 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] |
| = | 0.138 | |
| ER[a] | = | Expected return on investing in QS US |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on QS US |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
QS US Total Risk Alpha Peers Comparison
LMBMX Total Risk Alpha Relative To Other Indicators
Qs Small Capitalization is rated
fourth in total risk alpha among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
57.31 of Maximum Drawdown per Total Risk Alpha. At
57.31 , Qs Small Capitalization'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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