NEUBERGER BERMAN Total Risk Alpha
| NGDCX Fund | | | USD 27.34 0.38 1.41% |
Technical inputs supporting the Total Risk Alpha indicator for Neuberger Berman Guardian are shown here. Values are derived from historical price and volume observations. Diversification context is available through
Correlation Analysis. Diversification context is built from the relationships between portfolio holdings. Neuberger Berman Guardian can be tracked within a custom portfolio for ongoing monitoring. Each holding is sized according to the methodology applied during portfolio construction. Broader economic conditions can influence Neuberger Berman Guardian's mutual fund valuation — related indicators include
signals in discontinued.
Neuberger Berman Guardian has current Total Risk Alpha of
-0.04. 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] |
| = | -0.04 | |
| ER[a] | = | Expected return on investing in NEUBERGER BERMAN |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on NEUBERGER BERMAN |
| 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
Neuberger Berman Guardian 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.
Compare NEUBERGER BERMAN to Peers
Other Technical Indicators