VICTORY RS Total Risk Alpha
| RSYEX Fund | | | USD 61.70 -0.10 -0.16% |
The Total Risk Alpha technical lookup provides context for Victory Rs Small and related instruments. Some instruments may have limited coverage due to data differences;
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Victory Rs Small 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 VICTORY RS |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on VICTORY RS |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
VICTORY RS Total Risk Alpha Peers Comparison
VICTORY Total Risk Alpha Relative To Other Indicators
Victory Rs Small 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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