MATTHEWS ASIA Total Risk Alpha
| MPACX Fund | | | USD 29.02 0.09 0.31% |
MATTHEWS ASIA total risk alpha lookup summarizes this and related technical indicators for Matthews Asia Growth. Some instruments may have limited coverage due to data differences;
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Matthews Asia Growth has current Total Risk Alpha of 0.1915. 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] |
| = | 0.1915 | |
| ER[a] | = | Expected return on investing in MATTHEWS ASIA |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on MATTHEWS ASIA |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
MATTHEWS ASIA Total Risk Alpha Peers Comparison
MATTHEWS Total Risk Alpha Relative To Other Indicators
Matthews Asia Growth is rated
third in total risk alpha among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
47.54 of Maximum Drawdown per Total Risk Alpha. At
47.54 , Matthews Asia Growth'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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