AMG YACKTMAN Total Risk Alpha
| YAFFX Fund | | | USD 21.53 0.20 0.94% |
AMG YACKTMAN total risk alpha lookup summarizes this and related technical indicators for Amg Yacktman Focused. Coverage depends on data availability and normalization;
Equity Screeners provides additional screening context. AMG YACKTMAN has P/E of 15.65. Use
Your Current Watchlist to explore allocation context. This includes a position in Amg Yacktman Focused in the portfolio view. 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 price.
Amg Yacktman Focused has current Total Risk Alpha of 0.4863. 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] |
| = | 0.4863 | |
| ER[a] | = | Expected return on investing in AMG YACKTMAN |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on AMG YACKTMAN |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
AMG YACKTMAN Total Risk Alpha Peers Comparison
AMG Total Risk Alpha Relative To Other Indicators
Amg Yacktman Focused is evaluated as
second in Total Risk Alpha in total risk alpha among similar funds. It is currently under evaluation. in maximum drawdown among similar funds reporting about
37.68 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Amg Yacktman Focused is roughly
37.68 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
Build portfolios using Macroaxis predefined set of investing ideas. Many of Macroaxis investing ideas can easily outperform a given market. Ideas can also be optimized per your risk profile before portfolio origination is invoked. Macroaxis thematic optimization helps investors identify companies most likely to benefit from changes or shifts in various micro-economic or local macro-level trends. Originating optimal thematic portfolios involves aligning investors' personal views, ideas, and beliefs with their actual investments.