Simt Managed Total Risk Alpha
| SEVIX Fund | | | USD 14.75 0.00 0.00% |
Observed values used in the Total Risk Alpha indicator for Simt Managed Volatility are included in this dataset. For broader technical screening across instruments, see
Equity Screeners. Review
World Market Map to understand diversified portfolio construction. Broader allocation clarity strengthens diversification analysis. A position in Simt Managed Volatility is part of the allocation. This appears in the portfolio view. 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.
Simt Managed Volatility has current Total Risk Alpha of 0. 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 | |
| ER[a] | = | Expected return on investing in Simt Managed |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Simt Managed |
| 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 Managed Volatility is rated
below average in total risk alpha among similar funds. It is currently under evaluation in maximum drawdown among similar funds .
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
Compare Simt Managed to Peers