SMEAD VALUE Total Risk Alpha
| SVFFX Fund | | | USD 88.16 0.45 0.51% |
This module presents the Total Risk Alpha indicator for Smead Value Fund using available market inputs. The
Equity Screeners framework provides wider technical analysis context. Use
World Market Map to explore diversified allocation structure. The dataset reflects available inputs without directional implication. Smead Value Fund can be included in a portfolio to evaluate diversification impact. The sizing of each position reflects the chosen allocation strategy. Broader economic conditions can influence Smead Value Fund's mutual fund valuation — related indicators include
signals in price.
Smead Value Fund has current Total Risk Alpha of 0.1877. 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] |
| = | 0.1877 | |
| ER[a] | = | Expected return on investing in SMEAD VALUE |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on SMEAD VALUE |
| 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
Smead Value Fund is rated
second in total risk alpha among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
19.93 of Maximum Drawdown per Total Risk Alpha. At
19.93 , Smead Value Fund'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 SMEAD VALUE to Peers
Other Technical Indicators