| JRLUX Fund | | | USD 14.60 0.06 0.41% |
Multi Index total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for Multi Index 2045 Lifetime 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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Multi Index 2045 Lifetime has current Total Risk Alpha of 0.0291. 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] |
| = | 0.0291 | |
| ER[a] | = | Expected return on investing in Multi Index |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Multi Index |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Multi Index Total Risk Alpha Peers Comparison
Multi Total Risk Alpha Relative To Other Indicators
Multi Index 2045 Lifetime is currently considered the top fund in total risk alpha among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
110.84 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Multi Index 2045 Lifetime is roughly
110.84 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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