Global Franchise Total Risk Alpha
| MSFLX Fund | | | USD 25.96 0.11 0.43% |
Reference data associated with the Total Risk Alpha technical indicator for Global Franchise Portfolio. Indicator values reflect available price and volume data where applicable.
Global Franchise Portfolio has current Total Risk Alpha of 0.2143. 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] |
| = | 0.2143 | |
| ER[a] | = | Expected return on investing in Global Franchise |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Global Franchise |
| 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
Global Franchise Portfolio is rated
third in total risk alpha among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
85.09 of Maximum Drawdown per Total Risk Alpha. At
85.09 , Global Franchise 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 Global Franchise to Peers
Other Technical Indicators