INTERMEDIATE TERM Total Risk Alpha
| URIBX Fund | | | USD 9.16 -0.07 -0.76% |
The Total Risk Alpha indicator for Intermediate Term Bond Fund is derived from observed market data. The dataset is based on observed market activity where data is available. Some instruments may report limited inputs depending on trading history. Broader indicator relationships are reflected within
Equity Screeners. Portfolio design and allocation context appear in
World Market Map. Portfolio-level transparency adds depth to allocation analysis. The allocation shows a weighting toward Intermediate Term Bond Fund. The position is captured in the allocation summary. Each holding is sized according to the methodology applied to the portfolio. 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 bureau of labor statistics.
Intermediate Term Bond Fund has current Total Risk Alpha of 0.012. 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] |
| = | 0.012 | |
| ER[a] | = | Expected return on investing in INTERMEDIATE TERM |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on INTERMEDIATE TERM |
| 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
Intermediate Term Bond Fund is rated
below average in total risk alpha among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
80.37 of Maximum Drawdown per Total Risk Alpha. At
80.37 , Intermediate Term Bond Fund'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 INTERMEDIATE TERM to Peers
Other Technical Indicators