TAX-MANAGED Total Risk Alpha
| RTOUX Fund | | | USD 43.98 -0.66 -1.48% |
Technical inputs supporting the Total Risk Alpha indicator for Tax Managed Mid Small are shown here. Availability can differ across markets, exchanges, and instruments. Diversification context is available through
Your Equity Center. Diversified allocation aims to distribute exposure across multiple positions. Tracking Tax Managed Mid Small in a portfolio helps measure its contribution to overall performance. Position weights are derived from the selected portfolio construction methodology. Broader economic conditions can influence Tax Managed Mid Small's mutual fund valuation — related indicators include
signals in manufacturing.
Tax Managed Mid Small has current Total Risk Alpha of 0.0911. 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] |
| = | 0.0911 | |
| 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 |
Total Risk Alpha Peers Comparison
Total Risk Alpha Relative To Other Indicators
Tax Managed Mid Small is rated
fourth in total risk alpha among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
58.68 of Maximum Drawdown per Total Risk Alpha. At
58.68 , Tax Managed Mid Small'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 TAX-MANAGED to Peers
Other Technical Indicators