| EGLIX Fund | | | USD 11.02 0.04 0.36% |
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Eagle Mlp Strategy has current Total Risk Alpha of 0.1112. 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] |
| = | 0.1112 | |
| ER[a] | = | Expected return on investing in Eagle Mlp |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Eagle Mlp |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Eagle Mlp Total Risk Alpha Peers Comparison
Eagle Total Risk Alpha Relative To Other Indicators
Eagle Mlp Strategy is one of the top funds in total risk alpha among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
39.81 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Eagle Mlp Strategy is roughly
39.81 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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