MODERATE STRATEGY Total Risk Alpha
| RMLRX Fund | | | USD 10.57 0.02 0.19% |
This technical indicator view for Total Risk Alpha organizes signals for Moderate Strategy Fund and comparable instruments. Availability can vary by instrument;
Equity Screeners offers additional screening access. MODERATE STRATEGY has P/E of 14.64. See
Your Equity Center for portfolio-level analysis. This suggests a position in Moderate Strategy Fund within the allocation 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 real.
Moderate Strategy Fund has current Total Risk Alpha of 0.0243. 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] |
| = | 0.0243 | |
| ER[a] | = | Expected return on investing in MODERATE STRATEGY |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on MODERATE STRATEGY |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
MODERATE STRATEGY Total Risk Alpha Peers Comparison
MODERATE Total Risk Alpha Relative To Other Indicators
Moderate Strategy Fund is evaluated as
fifth in Total Risk Alpha in total risk alpha among similar funds. It is currently under evaluation. in maximum drawdown among similar funds reporting about
69.40 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Moderate Strategy Fund is roughly
69.40 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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