Timothy Plan Total Risk Alpha
| TLGAX Fund | | | USD 12.68 -0.25 -1.93% |
Historical market data for Timothy Plan Large forms the basis of the Total Risk Alpha indicator shown here. Related indicator context is organized within
Equity Screeners. Portfolio design and allocation context appear in
World Market Map. The view supports a broader understanding of portfolio structure. The holding in Timothy Plan Large represents an allocation. The weighting is determined by the allocation framework in use. 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 nation.
Timothy Plan Large has current Total Risk Alpha of 0.1271. 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] |
| = | 0.1271 | |
| ER[a] | = | Expected return on investing in Timothy Plan |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Timothy Plan |
| 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
Timothy Plan Large is rated
second in total risk alpha among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
43.00 of Maximum Drawdown per Total Risk Alpha. At
43.00 , Timothy Plan Large'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 Timothy Plan to Peers
Other Technical Indicators