Morgan Stanley Total Risk Alpha
| MGKAX Fund | | | USD 11.43 -0.14 -1.21% |
This dataset for Morgan Stanley Global reflects inputs used in the Total Risk Alpha calculation. All values reflect available price and volume data across reporting intervals. Use
Correlation Analysis to explore diversified allocation structure. Understanding allocation structure supports portfolio context. This captures an allocation to Morgan Stanley Global. It is represented within the portfolio holdings. The allocation framework shapes how individual positions are weighted. 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 nation.
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Morgan Stanley Global has current Total Risk Alpha of 0.6874. 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] |
| = | 0.6874 | |
| ER[a] | = | Expected return on investing in Morgan Stanley |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Morgan Stanley |
| 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
Morgan Stanley Global ranks first in total risk alpha among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
41.36 of Maximum Drawdown per Total Risk Alpha. At
41.36 , Morgan Stanley Global'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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