MID-CAP 15X Total Risk Alpha
| RYDCX Fund | | | USD 109.99 -0.30 -0.27% |
MID-CAP 15X total risk alpha lookup summarizes this and related technical indicators for Mid Cap 15x Strategy. Some instruments may have limited coverage due to data differences;
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Mid Cap 15x Strategy has current Total Risk Alpha of 0.0934. 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] |
| = | 0.0934 | |
| ER[a] | = | Expected return on investing in MID-CAP 15X |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on MID-CAP 15X |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
MID-CAP 15X Total Risk Alpha Peers Comparison
MID-CAP Total Risk Alpha Relative To Other Indicators
Mid Cap 15x Strategy ranks first in total risk alpha among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
88.30 of Maximum Drawdown per Total Risk Alpha. At
88.30 , Mid Cap 15x Strategy'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.
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