MARSHFIELD CONCENTRATED Total Risk Alpha
| MRFOX Fund | | | USD 33.94 -0.23 -0.67% |
This technical indicator view for Total Risk Alpha organizes signals for Marshfield Centrated Opportunity and comparable instruments. Data availability can vary by region and feed;
Equity Screeners provides broader screening access. Review
Correlation Analysis to understand diversified portfolio construction. Broader allocation clarity strengthens diversification analysis. This suggests a position in Marshfield Centrated Opportunity inside the allocation mix. 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 employment.
Marshfield Centrated Opportunity has current Total Risk Alpha of
-0.0008. 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] |
| = | -0.0008 | |
| ER[a] | = | Expected return on investing in MARSHFIELD CONCENTRATED |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on MARSHFIELD CONCENTRATED |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
MARSHFIELD CONCENTRATED Total Risk Alpha Peers Comparison
MARSHFIELD Total Risk Alpha Relative To Other Indicators
Marshfield Centrated Opportunity is rated
below average. in total risk alpha among similar funds. It is currently under evaluation. in maximum drawdown among similar funds .
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
Build portfolios using Macroaxis predefined set of investing ideas. Many of Macroaxis investing ideas can easily outperform a given market. Ideas can also be optimized per your risk profile before portfolio origination is invoked. Macroaxis thematic optimization helps investors identify companies most likely to benefit from changes or shifts in various micro-economic or local macro-level trends. Originating optimal thematic portfolios involves aligning investors' personal views, ideas, and beliefs with their actual investments.