LITMAN GREGORY Total Risk Alpha
| MAHIX Fund | | | USD 9.80 0.02 0.20% |
This module presents the Total Risk Alpha indicator for Litman Gregory Masters using available market inputs. Coverage differences may occur across instruments and market segments. Portfolio design and allocation context appear in
Correlation Analysis. Position sizing and allocation together define the portfolio construction approach. Including Litman Gregory Masters in a portfolio enables allocation and risk analysis. Rebalancing tools flag when weights drift from target allocations. Broader economic conditions can influence Litman Gregory Masters's mutual fund valuation — related indicators include
signals in gross domestic product.
Litman Gregory Masters has current Total Risk Alpha of 0.0054. 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] |
| = | 0.0054 | |
| ER[a] | = | Expected return on investing in LITMAN GREGORY |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on LITMAN GREGORY |
| 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
Litman Gregory Masters is rated
below average in total risk alpha among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
94.70 of Maximum Drawdown per Total Risk Alpha. At
94.70 , Litman Gregory Masters'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 LITMAN GREGORY to Peers
Other Technical Indicators