Pfg Br Total Risk Alpha
| PFESX Fund | | | USD 16.44 -0.03 -0.18% |
This dataset for Pfg Br Equity reflects inputs used in the Total Risk Alpha calculation. Values are derived from historical price and volume observations. Data coverage may vary across sources and reporting intervals.
Your Equity Center provides context for diversified portfolio design. Additional portfolio transparency improves capital positioning. This suggests a position in Pfg Br Equity. This appears in the portfolio view. Position weights are derived from the portfolio construction methodology. All figures are based on reported data and are informational in nature. 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 population.
Pfg Br Equity has current Total Risk Alpha of 0.045. 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] |
| = | 0.045 | |
| ER[a] | = | Expected return on investing in Pfg Br |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Pfg Br |
| 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
Pfg Br Equity is rated
below average in total risk alpha among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
87.06 of Maximum Drawdown per Total Risk Alpha. At
87.06 , Pfg Br Equity'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 Pfg Br to Peers
Other Technical Indicators