| JRLUX Fund | | | USD 14.61 0.09 0.61% |
Multi-index 2045 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
(0.04). 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] |
| = | (0.04) | |
| ER[a] | = | Expected return on investing in Multi-index 2045 |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Multi-index 2045 |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Multi-index 2045 Total Risk Alpha Peers Comparison
Multi-index Total Risk Alpha Relative To Other Indicators
Multi Index 2045 Lifetime is rated
fourth overall fund 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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