CREF Inflation-Linked Total Risk Alpha
| QCILPX Fund | | | USD 90.65 0.15 0.17% |
This module presents the Total Risk Alpha indicator for Cref Inflation Linked Bond using available market inputs. The indicator computation uses normalized market activity data. Portfolio design and allocation context appear in
Your Equity Center. Portfolio-level transparency adds depth to allocation analysis. Adding Cref Inflation Linked Bond to a portfolio enables side-by-side comparison with other holdings. All values are presented as reference data. Broader economic conditions can influence Cref Inflation Linked Bond's fund valuation — related indicators include
signals in board of governors.
Cref Inflation Linked Bond has current Total Risk Alpha of 0.0042. 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] |
| = | 0.0042 | |
| ER[a] | = | Expected return on investing in CREF Inflation-Linked |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on CREF Inflation-Linked |
| 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
Cref Inflation Linked Bond is rated
below average in total risk alpha among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
185.21 of Maximum Drawdown per Total Risk Alpha. At
185.21 , Cref Inflation Linked Bond'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 CREF Inflation-Linked to Peers
Other Technical Indicators