SIMT TAX-MANAGED Total Risk Alpha
| TMLCX Fund | | | USD 40.10 -0.18 -0.45% |
SIMT TAX-MANAGED total risk alpha lookup summarizes this and related technical indicators for Simt Tax Managed Large. Some instruments may have limited coverage due to data differences;
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Simt Tax Managed Large has current Total Risk Alpha of 0.0247. 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] |
| = | 0.0247 | |
| ER[a] | = | Expected return on investing in SIMT TAX-MANAGED |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on SIMT TAX-MANAGED |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
SIMT TAX-MANAGED Total Risk Alpha Peers Comparison
SIMT Total Risk Alpha Relative To Other Indicators
Simt Tax Managed Large is rated
below average in total risk alpha among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
121.19 of Maximum Drawdown per Total Risk Alpha. At
121.19 , Simt Tax Managed 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.
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