Bts Tactical total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for Bts Tactical Fixed 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 Equity Screeners to view more equity screening tools
Bts
Bts Tactical Fixed has current Total Risk Alpha of 0.0252. 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]
=
0.0252
ER[a]
=
Expected return on investing in Bts Tactical
ER[b]
=
Expected return on market index or selected benchmark
Bts Tactical Fixed is fourth largest fund in total risk alpha among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about 55.77 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Bts Tactical Fixed is roughly 55.77
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