| BAGAX Fund | | | USD 28.83 0.06 0.21% |
Brown Advisory total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for Brown Advisory Growth 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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Brown Advisory Growth has current Total Risk Alpha of
(0.03). 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] |
| = | (0.03) | |
| ER[a] | = | Expected return on investing in Brown Advisory |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Brown Advisory |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Brown Advisory Total Risk Alpha Peers Comparison
Brown Total Risk Alpha Relative To Other Indicators
Brown Advisory Growth is
third 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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