MONONGAHELA ALL Total Risk Alpha
| MCMVX Fund | | | USD 21.16 0.08 0.38% |
The Total Risk Alpha lookup presents technical context for Monongahela All Cap and related instruments. Coverage depends on data availability and normalization;
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Correlation Analysis provides context for diversified portfolio design. Clearer exposure analysis supports long-term portfolio balance. The allocation includes a position in Monongahela All Cap in the portfolio view. Also, note that the market value of any mutual fund could be closely tied with the direction of predictive economic indicators such as
signals in private.
Monongahela All Cap has current Total Risk Alpha of 0.1912. 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] |
| = | 0.1912 | |
| ER[a] | = | Expected return on investing in MONONGAHELA ALL |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on MONONGAHELA ALL |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
MONONGAHELA ALL Total Risk Alpha Peers Comparison
MONONGAHELA Total Risk Alpha Relative To Other Indicators
Monongahela All Cap is rated
third in total risk alpha among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
50.28 of Maximum Drawdown per Total Risk Alpha. At
50.28 , Monongahela All Cap'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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