AMG TIMESSQUARE Total Risk Alpha
| TSCPX Fund | | | USD 11.42 0.15 1.33% |
The Total Risk Alpha calculation for AMG TIMESSQUARE draws on price and volume history. Additional screening context is available through
Equity Screeners.
World Market Map provides a view into diversified allocation design. Diversification context is built from the relationships between portfolio holdings. Tracking Amg Timessquare Small in a portfolio provides context for performance attribution. The information is presented without directional commentary. Broader economic conditions can influence Amg Timessquare Small's mutual fund valuation — related indicators include
signals in employment.
Amg Timessquare Small has current Total Risk Alpha of
-0.01. 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] |
| = | -0.01 | |
| ER[a] | = | Expected return on investing in AMG TIMESSQUARE |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on AMG TIMESSQUARE |
| 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
Amg Timessquare Small is rated
below average in total risk alpha among similar funds. It is currently under evaluation in maximum drawdown among similar funds .
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
Compare AMG TIMESSQUARE to Peers
Other Technical Indicators