| AXMNX Fund | | | USD 16.91 0.03 0.18% |
Acclivity Mid total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for Acclivity Mid Cap 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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Acclivity Mid Cap has current Total Risk Alpha of 0.0078. 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] |
| = | 0.0078 | |
| ER[a] | = | Expected return on investing in Acclivity Mid |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Acclivity Mid |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Acclivity Mid Total Risk Alpha Peers Comparison
Acclivity Total Risk Alpha Relative To Other Indicators
Acclivity Mid Cap is
third largest fund in total risk alpha among similar funds. It is
third largest fund in maximum drawdown among similar funds reporting about
542.21 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Acclivity Mid Cap is roughly
542.21 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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