RISING RATES Total Risk Alpha
| RRPSX Fund | | | USD 38.51 -0.32 -0.82% |
Historical market data for Rising Rates Opportunity forms the basis of the Total Risk Alpha indicator shown here. The calculation draws on time-series market data across available periods. Coverage may vary depending on data availability and normalization methods. Related indicator context is organized within
Equity Screeners.
Your Equity Center provides a view into diversified allocation design. Such insight adds context to allocation decisions within a diversified portfolio. The allocation shows a weighting toward Rising Rates Opportunity. The position is captured in the allocation summary. Each holding is sized according to the methodology applied to the portfolio. 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.
Rising Rates Opportunity has current Total Risk Alpha of 0.0702. 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] |
| = | 0.0702 | |
| ER[a] | = | Expected return on investing in RISING RATES |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on RISING RATES |
| 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
Rising Rates Opportunity ranks first in total risk alpha among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
45.90 of Maximum Drawdown per Total Risk Alpha. At
45.90 , Rising Rates Opportunity'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 RISING RATES to Peers
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