STRATEGIC ASSET Total Risk Alpha
| SACAX Fund | | | USD 22.54 -0.45 -1.96% |
This module presents the Total Risk Alpha indicator for Strategic Asset Management using available market inputs. This dataset is part of a broader indicator framework including
Equity Screeners.
World Market Map provides context for diversified portfolio construction. The overall portfolio profile is shaped by the distribution of its holdings. Adding Strategic Asset Management to a portfolio enables side-by-side comparison with other holdings. The information is presented without directional commentary. Broader economic conditions can influence Strategic Asset Management's mutual fund valuation — related indicators include
signals in nation.
Strategic Asset Management has current Total Risk Alpha of 0.0043. 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] |
| = | 0.0043 | |
| ER[a] | = | Expected return on investing in STRATEGIC ASSET |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on STRATEGIC ASSET |
| 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
Strategic Asset Management is rated
below average in total risk alpha among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
925.51 of Maximum Drawdown per Total Risk Alpha. At
925.51 , Strategic Asset Management'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 STRATEGIC ASSET to Peers
Other Technical Indicators