| ATOIX Fund | | | USD 10.03 0.00 0.00% |
Alpine Ultra total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for Alpine Ultra Short 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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Alpine Ultra Short has current Total Risk Alpha of
(0.01). 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] |
| = | (0.01) | |
| ER[a] | = | Expected return on investing in Alpine Ultra |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Alpine Ultra |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Alpine Ultra Total Risk Alpha Peers Comparison
Alpine Total Risk Alpha Relative To Other Indicators
Alpine Ultra Short is
fourth 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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