| CPOAX Fund | | | USD 39.91 0.13 0.33% |
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Morgan Stanley Multi has current Total Risk Alpha of 0.2913. 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] |
| = | 0.2913 | |
| ER[a] | = | Expected return on investing in Morgan Stanley |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Morgan Stanley |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Morgan Stanley Total Risk Alpha Peers Comparison
Morgan Total Risk Alpha Relative To Other Indicators
Morgan Stanley Multi is the top fund in total risk alpha among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
25.66 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Morgan Stanley Multi is roughly
25.66 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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