GROWTH PORTFOLIO Total Risk Alpha
| MSGUX Fund | | | USD 45.31 0.06 0.13% |
The Total Risk Alpha lookup presents technical context for Growth Portfolio Class and related instruments. Some instruments may have limited coverage due to data differences;
Equity Screeners lists screening tools.
Correlation Analysis provides context for diversified portfolio design. Additional portfolio transparency improves capital positioning. The allocation includes a position in Growth Portfolio Class across the allocation. 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 manufacturing.
Growth Portfolio Class has current Total Risk Alpha of
-0.13. 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] |
| = | -0.13 | |
| ER[a] | = | Expected return on investing in GROWTH PORTFOLIO |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on GROWTH PORTFOLIO |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
GROWTH PORTFOLIO Total Risk Alpha Peers Comparison
GROWTH Total Risk Alpha Relative To Other Indicators
Growth Portfolio Class 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.
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