OAKMARK FUND Total Risk Alpha
| OAKMX Fund | | | USD 167.60 0.06 0.04% |
The Total Risk Alpha technical lookup provides context for Oakmark Fund Investor and related instruments. Availability can vary by instrument;
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Oakmark Fund Investor has current Total Risk Alpha of 0.0174. 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] |
| = | 0.0174 | |
| ER[a] | = | Expected return on investing in OAKMARK FUND |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on OAKMARK FUND |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
OAKMARK FUND Total Risk Alpha Peers Comparison
OAKMARK Total Risk Alpha Relative To Other Indicators
Oakmark Fund Investor is rated
below average. in total risk alpha among similar funds. It is currently under evaluation. in maximum drawdown among similar funds reporting about
238.58 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Oakmark Fund Investor is roughly
238.58 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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