SIMT SMALL Total Risk Alpha
| SESVX Fund | | | USD 23.08 0.12 0.52% |
This module presents the Total Risk Alpha indicator for Simt Small Cap using available market inputs. The indicator computation uses normalized market activity data.
World Market Map provides context for diversified portfolio construction. Additional portfolio transparency improves capital positioning. The allocation shows a weighting toward Simt Small Cap. The weighting is visible within the allocation breakdown. The sizing of each position reflects the overall allocation strategy. 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 small area income & poverty estimates.
Simt Small Cap has current Total Risk Alpha of 0.0787. 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] |
| = | 0.0787 | |
| ER[a] | = | Expected return on investing in SIMT SMALL |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on SIMT SMALL |
| 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
Simt Small Cap is rated
third in total risk alpha among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
62.95 of Maximum Drawdown per Total Risk Alpha. At
62.95 , Simt Small Cap'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 SIMT SMALL to Peers
Other Technical Indicators