| GVEQX Fund | | | USD 130.25 0.51 0.39% |
Government Street total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for Government Street Equity 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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Government Street Equity has current Total Risk Alpha of 0.0397. 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] |
| = | 0.0397 | |
| ER[a] | = | Expected return on investing in Government Street |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Government Street |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Government Street Total Risk Alpha Peers Comparison
Government Total Risk Alpha Relative To Other Indicators
Government Street Equity is rated
# 2 fund in total risk alpha among similar funds. It is rated
# 4 fund in maximum drawdown among similar funds reporting about
97.86 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Government Street Equity is roughly
97.86 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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