PRIMECAP ODYSSEY Total Risk Alpha
| POGRX Fund | | | USD 36.35 0.22 0.61% |
Reference data associated with the Total Risk Alpha technical indicator for Primecap Odyssey Growth. Technical inputs may vary across markets and data providers.
Primecap Odyssey Growth has current Total Risk Alpha of 0.0765. 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] |
| = | 0.0765 | |
| ER[a] | = | Expected return on investing in PRIMECAP ODYSSEY |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on PRIMECAP ODYSSEY |
| 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
Primecap Odyssey Growth is rated
below average in total risk alpha among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
75.98 of Maximum Drawdown per Total Risk Alpha. At
75.98 , Primecap Odyssey Growth'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 PRIMECAP ODYSSEY to Peers
Other Technical Indicators