IVY HIGH Total Risk Alpha
| WHIAX Fund | | | USD 5.80 -0.02 -0.34% |
Technical inputs supporting the Total Risk Alpha indicator for Ivy High Income are shown here. The information is based on observed market data across timeframes. Coverage differences may occur across instruments and market segments. Cross-instrument Total Risk Alpha comparisons are available via
Equity Screeners.
Your Current Watchlist provides context for diversified portfolio design. Additional portfolio transparency improves capital positioning. Diversification analysis considers the interaction of positions within a portfolio. A position in Ivy High Income is part of the allocation. It is reflected in the overall portfolio structure. How positions are weighted depends on the construction approach used. All metrics are derived from available inputs and shown for reference. 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 nation.
Ivy High Income has current Total Risk Alpha of 8.0E-4. 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] |
| = | 8.0E-4 | |
| ER[a] | = | Expected return on investing in IVY HIGH |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on IVY HIGH |
| 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
Ivy High Income is rated
below average in total risk alpha among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
1,288 of Maximum Drawdown per Total Risk Alpha.
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
Compare IVY HIGH to Peers
Other Technical Indicators