Timothy Plan Total Risk Alpha
| TPLC Etf | | | USD 46.55 0.24 0.52% |
Observed values used in the Total Risk Alpha indicator for Timothy Plan LargeMid are included in this dataset. The underlying data comes from exchange-reported trading records.
World Market Map provides context for diversified portfolio construction. The overall portfolio profile is shaped by the distribution of its holdings. Portfolio tools allow users to monitor Timothy Plan LargeMid alongside other positions. Portfolio construction methods define how positions are sized relative to each other. Broader economic conditions can influence Timothy Plan LargeMid's etf valuation — related indicators include
signals in board of governors.
Timothy Plan LargeMid has current Total Risk Alpha of 0.0936. 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] |
| = | 0.0936 | |
| 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 LargeMid holds the
#4 position for total risk alpha among peer ETFs. It is currently under evaluation for maximum drawdown among peer ETFs with a Maximum Drawdown-to-Total Risk Alpha ratio near
38.65 . The Maximum Drawdown to Total Risk Alpha ratio for Timothy Plan LargeMid comes in at
38.65 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