Moderately Aggressive Total Risk Alpha
| SAMIX Fund | | | USD 12.03 0.07 0.59% |
The Total Risk Alpha technical lookup provides context for Moderately Aggressive Balanced and related instruments. Coverage varies by data normalization and availability; see
Equity Screeners for broader screening context.
World Market Map provides context for diversified portfolio construction. Such insight adds context to allocation decisions within a diversified portfolio. This reflects a position in Moderately Aggressive Balanced within the portfolio mix. Also, note that the market value of any mutual fund could be closely tied with the direction of predictive economic indicators such as
signals in gross domestic product.
Moderately Aggressive Balanced has current Total Risk Alpha of 0.1023. 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] |
| = | 0.1023 | |
| ER[a] | = | Expected return on investing in Moderately Aggressive |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Moderately Aggressive |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Moderately Aggressive Total Risk Alpha Peers Comparison
Moderately Total Risk Alpha Relative To Other Indicators
Moderately Aggressive Balanced is evaluated as
fourth in Total Risk Alpha in total risk alpha among similar funds. It is currently under evaluation. in maximum drawdown among similar funds reporting about
96.95 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Moderately Aggressive Balanced is roughly
96.95 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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