Short-term Government Total Risk Alpha
| TWUSX Fund | | | USD 9.18 0.01 0.11% |
The Total Risk Alpha lookup presents technical context for Short Term Government Fund and related instruments. Coverage varies by data normalization and availability; see
Equity Screeners for broader screening context.
World Market Map provides context for diversified portfolio design. Such insight adds context to allocation decisions within a diversified portfolio. The allocation includes a position in Short Term Government Fund within the portfolio mix. 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 main economic indicators.
Short Term Government Fund has current Total Risk Alpha of 0.0017. 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] |
| = | 0.0017 | |
| ER[a] | = | Expected return on investing in Short-term Government |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Short-term Government |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Short-term Government Total Risk Alpha Peers Comparison
Short-term Total Risk Alpha Relative To Other Indicators
Short Term Government Fund is evaluated as
fifth in Total Risk Alpha in total risk alpha among similar funds. It is currently under evaluation. in maximum drawdown among similar funds reporting about
258.12 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Short Term Government Fund is roughly
258.12 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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