CATALYST/MAP GLOBAL Total Risk Alpha
| TRXIX Fund | | | USD 13.34 0.02 0.15% |
Observed values used to calculate the Total Risk Alpha technical indicator for Catalystmap Global Balanced. Additional screening context is available through
Equity Screeners.
Catalystmap Global Balanced has current Total Risk Alpha of 0.0864. 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] |
| = | 0.0864 | |
| ER[a] | = | Expected return on investing in CATALYST/MAP GLOBAL |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on CATALYST/MAP GLOBAL |
| 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
Catalystmap Global Balanced ranks first in total risk alpha among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
26.41 of Maximum Drawdown per Total Risk Alpha. At
26.41 , Catalystmap Global Balanced'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 CATALYST/MAP GLOBAL to Peers
Other Technical Indicators