Dreyfus Gnma total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for Dreyfus Gnma Fund 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
Dreyfus
Dreyfus Gnma Fund has current Total Risk Alpha of 0.0341. 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]
=
0.0341
ER[a]
=
Expected return on investing in Dreyfus Gnma
ER[b]
=
Expected return on market index or selected benchmark
Dreyfus Total Risk Alpha Relative To Other Indicators
Dreyfus Gnma Fund is rated # 5 fund in total risk alpha among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about 42.18 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Dreyfus Gnma Fund is roughly 42.18
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