TAX-MANAGED Total Risk Alpha
| RETSX Fund | | | USD 92.68 -0.59 -0.63% |
The Total Risk Alpha lookup presents technical context for Tax Managed Large Cap and related instruments. Coverage varies by data normalization and availability; see
Equity Screeners for broader screening context.
Your Equity Center provides context for diversified portfolio design. Such insight adds context to allocation decisions within a diversified portfolio. The allocation includes a position in Tax Managed Large Cap within the portfolio mix. 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 main economic indicators.
Tax Managed Large Cap has current Total Risk Alpha of
-0.02. 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] |
| = | -0.02 | |
| ER[a] | = | Expected return on investing in TAX-MANAGED |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on TAX-MANAGED |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
TAX-MANAGED Total Risk Alpha Peers Comparison
TAX-MANAGED Total Risk Alpha Relative To Other Indicators
Tax Managed Large Cap is rated
below average in total risk alpha among similar funds. It is currently under evaluation in maximum drawdown among similar funds .
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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