Neuberger Berman Total Risk Alpha
| NHIEX Fund | | | USD 7.58 -0.02 -0.26% |
The Total Risk Alpha reading for Neuberger Berman Income is computed from historical trading observations. Each data point is derived from standardized price and volume feeds. Review
Correlation Analysis for context on portfolio diversification. Allocation structure reflects how positions are distributed across the portfolio. Neuberger Berman Income can be evaluated within a portfolio framework for weight and risk impact. Weighting is typically determined by the allocation framework in use. Broader economic conditions can influence Neuberger Berman Income's mutual fund valuation — related indicators include
signals in median.
Neuberger Berman Income has current Total Risk Alpha of 0.0044. 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] |
| = | 0.0044 | |
| 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 Income is rated
below average in total risk alpha among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
268.80 of Maximum Drawdown per Total Risk Alpha. At
268.80 , Neuberger Berman Income'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 Neuberger Berman to Peers
Other Technical Indicators