NEUBERGER BERMAN Total Risk Alpha
| NPNRX Fund | | | USD 53.19 -0.50 -0.93% |
The Total Risk Alpha profile for Neuberger Berman Large is based on historical price and volume observations. The
Equity Screeners framework provides wider technical analysis context. For portfolio construction context, review
Correlation Analysis. The construction of a diversified portfolio involves managing position exposure. Portfolio tools allow users to monitor Neuberger Berman Large alongside other positions. How positions are weighted depends on the construction approach applied. Broader economic conditions can influence Neuberger Berman Large's mutual fund valuation — related indicators include
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Neuberger Berman Large has current Total Risk Alpha of 0.1306. 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] |
| = | 0.1306 | |
| 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 Large ranks first in total risk alpha among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
30.58 of Maximum Drawdown per Total Risk Alpha. At
30.58 , Neuberger Berman Large'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.
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