| APOGX Fund | | | USD 10.55 0.01 0.09% |
Short Duration total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for Short Duration Inflation or any other equities. You can select from a set of available technical indicators by clicking on the link to the right. Please note, not all equities are covered by this module due to inconsistencies in global equity categorizations and data normalization technicques. Please check also
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Short Duration Inflation has current Total Risk Alpha of
(0.02). 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] |
| = | (0.02) | |
| ER[a] | = | Expected return on investing in Short Duration |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Short Duration |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Short Duration Total Risk Alpha Peers Comparison
Short Total Risk Alpha Relative To Other Indicators
Short Duration Inflation is
second largest fund in total risk alpha among similar funds. It is currently under evaluation in maximum drawdown among similar funds .
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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