MESIROW FINANCIAL Total Risk Alpha
| MSVIX Fund | | | USD 4.96 -0.04 -0.80% |
The Total Risk Alpha technical lookup provides context for Mesirow Financial Small and related instruments. Coverage varies by data normalization and availability; see
Equity Screeners for broader screening context.
Correlation Analysis provides context for diversified portfolio construction. Such insight adds context to allocation decisions within a diversified portfolio. This reflects a position in Mesirow Financial Small within the portfolio 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 gross domestic product.
Mesirow Financial Small has current Total Risk Alpha of
-0.86. 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] |
| = | -0.86 | |
| ER[a] | = | Expected return on investing in MESIROW FINANCIAL |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on MESIROW FINANCIAL |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
MESIROW FINANCIAL Total Risk Alpha Peers Comparison
MESIROW Total Risk Alpha Relative To Other Indicators
Mesirow Financial Small 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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