Cornerstone Moderately Total Risk Alpha
| USCRX Fund | | | USD 27.49 -0.15 -0.54% |
The Total Risk Alpha lookup presents technical context for Cornerstone Moderately Aggressive and related instruments. Coverage varies by data normalization and availability; see
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Cornerstone Moderately Aggressive has current Total Risk Alpha of 0.0305. 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] |
| = | 0.0305 | |
| ER[a] | = | Expected return on investing in Cornerstone Moderately |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Cornerstone Moderately |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Cornerstone Moderately Total Risk Alpha Peers Comparison
Cornerstone Total Risk Alpha Relative To Other Indicators
Cornerstone Moderately Aggressive is rated
below average in total risk alpha among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
95.17 of Maximum Drawdown per Total Risk Alpha. At
95.17 , Cornerstone Moderately Aggressive'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.
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