| GMAHX Fund | | | USD 20.16 0.05 0.25% |
Gmo Usonian total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for Gmo Usonian Japan Value 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
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Gmo Usonian Japan Value has current Total Risk Alpha of
(0.25). 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] |
| = | (0.25) | |
| ER[a] | = | Expected return on investing in Gmo Usonian |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Gmo Usonian |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Gmo Usonian Total Risk Alpha Peers Comparison
Gmo Total Risk Alpha Relative To Other Indicators
Gmo Usonian Japan Value is rated
below average in total risk alpha among similar funds. It is currently under evaluation in maximum drawdown among similar funds .
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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