RBC EMERGING Total Risk Alpha
| REMVX Fund | | | USD 12.15 0.06 0.50% |
The Total Risk Alpha lookup presents technical context for RBC Emerging Markets and related instruments. Coverage depends on data availability and normalization;
Equity Screeners provides additional screening context.
Your Equity Center provides context for diversified portfolio design. Clearer exposure analysis supports long-term portfolio balance. The allocation includes a position in RBC Emerging Markets in the portfolio view. 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 manufacturing.
RBC Emerging Markets has current Total Risk Alpha of 0.1801. 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] |
| = | 0.1801 | |
| ER[a] | = | Expected return on investing in RBC EMERGING |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on RBC EMERGING |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
RBC EMERGING Total Risk Alpha Peers Comparison
RBC Total Risk Alpha Relative To Other Indicators
RBC Emerging Markets is evaluated as
third in Total Risk Alpha in total risk alpha among similar funds. It is currently under evaluation. in maximum drawdown among similar funds reporting about
41.59 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for RBC Emerging Markets is roughly
41.59 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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