RIDGEWORTH SEIX Total Risk Alpha
| SAMHX Fund | | | USD 7.74 -0.03 -0.39% |
The Total Risk Alpha reading for Ridgeworth Seix High is computed from historical trading observations. Values reflect historical observations within the available dataset. Normalization methods and data feeds may affect reported values. Broader indicator relationships are reflected within
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Ridgeworth Seix High has current Total Risk Alpha of 0.0041. 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] |
| = | 0.0041 | |
| ER[a] | = | Expected return on investing in RIDGEWORTH SEIX |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on RIDGEWORTH SEIX |
| 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
Ridgeworth Seix High is rated
below average in total risk alpha among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
280.44 of Maximum Drawdown per Total Risk Alpha. At
280.44 , Ridgeworth Seix High'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 RIDGEWORTH SEIX to Peers
Other Technical Indicators