SIT INTERNATIONAL Total Risk Alpha
| SEFCX Fund | | | USD 12.78 -0.31 -2.37% |
This module presents the Total Risk Alpha indicator for Sit International Equity using available market inputs. The indicator computation uses normalized market activity data. Exchange-specific data schedules may affect the recency of readings. The
Equity Screeners framework provides wider technical analysis context. Use
World Market Map to better understand diversified portfolio construction. The diversification view provides additional analytical depth. Position sizing and allocation together define the portfolio construction approach. The dataset reflects available inputs without directional implication. A position in Sit International Equity is part of the allocation. It is reflected in the overall portfolio structure. How positions are weighted depends on the construction approach used. 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 median.
Sit International Equity has current Total Risk Alpha of 0.0966. 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] |
| = | 0.0966 | |
| ER[a] | = | Expected return on investing in SIT INTERNATIONAL |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on SIT INTERNATIONAL |
| 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
Sit International Equity is rated
below average in total risk alpha among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
51.93 of Maximum Drawdown per Total Risk Alpha. At
51.93 , Sit International Equity'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 SIT INTERNATIONAL to Peers
Other Technical Indicators