BlackRock Total Risk Alpha
| MDSKX Fund | | | USD 26.90 0.17 0.64% |
Historical market data for BlackRock Sm Cap forms the basis of the Total Risk Alpha indicator shown here. The calculation draws on time-series market data across available periods. Coverage may vary depending on data availability and normalization methods. Review
Correlation Analysis for context on portfolio diversification. Portfolio-level transparency adds depth to allocation analysis. The allocation includes a position in BlackRock Sm Cap. It is distributed across the allocation. The weighting is determined by the allocation framework in use. 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 industry.
Discover how to invest in BlackRock Mutual Fund by reading our
How to Buy BlackRock Mutual Fund guide.
BlackRock Sm Cap has current Total Risk Alpha of 0.1165. 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] |
| = | 0.1165 | |
| ER[a] | = | Expected return on investing in BlackRock |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on BlackRock |
| 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 Sm Cap is rated
third in total risk alpha among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
50.64 of Maximum Drawdown per Total Risk Alpha. At
50.64 , BlackRock Sm 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.
Compare BlackRock to Peers
Other Technical Indicators