MERIDIAN CONTRARIAN Total Risk Alpha
| MFCIX Fund | | | USD 39.65 -0.73 -1.81% |
This dataset for Meridian Trarian Fund reflects inputs used in the Total Risk Alpha calculation. This dataset is part of a broader indicator framework including
Equity Screeners.
Correlation Analysis provides a view into diversified allocation design. The dataset reflects available inputs without directional implication. Portfolio tools allow users to monitor Meridian Trarian Fund alongside other positions. This view summarizes available data without implying outcomes. Broader economic conditions can influence Meridian Trarian Fund's mutual fund valuation — related indicators include
signals in gross domestic product.
Meridian Trarian Fund has current Total Risk Alpha of 0.1643. 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] |
| = | 0.1643 | |
| ER[a] | = | Expected return on investing in MERIDIAN CONTRARIAN |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on MERIDIAN CONTRARIAN |
| 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
Meridian Trarian Fund is rated
fifth in total risk alpha among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
37.27 of Maximum Drawdown per Total Risk Alpha. At
37.27 , Meridian Trarian Fund'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 MERIDIAN CONTRARIAN to Peers
Other Technical Indicators