Simt Large Total Risk Alpha
| SLGFX Fund | | | USD 21.20 -0.05 -0.24% |
The Total Risk Alpha profile for Simt Large Cap is based on historical price and volume observations. All inputs reflect available trading data across supported markets.
World Market Map provides context for diversified portfolio construction. Such insight adds context to allocation decisions within a diversified portfolio. The allocation includes a position in Simt Large Cap. It is distributed across the allocation. The weighting is determined by the allocation framework in use. The information is analytical in nature and is not intended as a specific recommendation. 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 price.
Simt Large Cap has current Total Risk Alpha of 0.1078. 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] |
| = | 0.1078 | |
| ER[a] | = | Expected return on investing in Simt Large |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Simt Large |
| 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 Large Cap is rated
below average in total risk alpha among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
50.92 of Maximum Drawdown per Total Risk Alpha. At
50.92 , Simt Large 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 Large to Peers
Other Technical Indicators