ASIA OPPORTUNITY Total Risk Alpha
| MSAQX Fund | | | USD 20.06 -0.63 -3.04% |
Observed values used in the Total Risk Alpha indicator for Asia Opportunity Portfolio are included in this dataset. The information is based on observed market data across timeframes. Data coverage may vary across sources and reporting intervals. Comparable indicator datasets are structured within
Equity Screeners. Use
Correlation Analysis to explore diversified allocation structure. Allocation context can improve visibility into portfolio balance. The construction of a diversified portfolio involves managing position exposure. This dataset reflects observed data and is not advisory in nature. This captures an allocation to Asia Opportunity Portfolio. It is represented within the portfolio holdings. The allocation framework shapes how individual positions are weighted. The dataset reflects available inputs without directional implication. 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 producer price index.
Asia Opportunity Portfolio has current Total Risk Alpha of 0.0666. 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] |
| = | 0.0666 | |
| ER[a] | = | Expected return on investing in ASIA OPPORTUNITY |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on ASIA OPPORTUNITY |
| 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
Asia Opportunity Portfolio is rated
below average in total risk alpha among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
130.21 of Maximum Drawdown per Total Risk Alpha. At
130.21 , Asia Opportunity Portfolio'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 ASIA OPPORTUNITY to Peers
Other Technical Indicators