SHORT REAL Total Risk Alpha
| SRPSX Fund | | | USD 6.66 0.20 3.10% |
The Total Risk Alpha indicator for Short Real Estate is derived from observed market data. The calculation draws on time-series market data across available periods.
World Market Map provides context for diversified portfolio construction. Additional portfolio transparency improves capital positioning. A position in Short Real Estate is part of the allocation. This appears in the portfolio view. Portfolio construction methods define how positions are sized. 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 population.
Short Real Estate has current Total Risk Alpha of 0.0192. 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] |
| = | 0.0192 | |
| ER[a] | = | Expected return on investing in SHORT REAL |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on SHORT REAL |
| 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
Short Real Estate is rated
below average in total risk alpha among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
191.59 of Maximum Drawdown per Total Risk Alpha. At
191.59 , Short Real Estate'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 SHORT REAL to Peers
Other Technical Indicators