SP MIDCAP Total Risk Alpha
| RYAVX Fund | | | USD 77.03 0.67 0.88% |
Reference data associated with the Total Risk Alpha technical indicator for Sampp Midcap 400. Indicator values reflect available price and volume data where applicable.
Sampp Midcap 400 has current Total Risk Alpha of 4.0E-4. 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] |
| = | 4.0E-4 | |
| ER[a] | = | Expected return on investing in SP MIDCAP |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on SP MIDCAP |
| 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
Sampp Midcap 400 is rated
below average in total risk alpha among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
13,218 of Maximum Drawdown per Total Risk Alpha.
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
Compare SP MIDCAP to Peers
Other Technical Indicators