Franklin New total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for Franklin New York 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
Franklin
Franklin New York has current Total Risk Alpha of 0.0192. 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]
=
0.0192
ER[a]
=
Expected return on investing in Franklin New
ER[b]
=
Expected return on market index or selected benchmark
Franklin Total Risk Alpha Relative To Other Indicators
Franklin New York is rated # 5 fund in total risk alpha among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about 58.38 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Franklin New York is roughly 58.38
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