Longleaf Partners total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for Longleaf Partners International 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
Longleaf
Longleaf Partners International has current Total Risk Alpha of 0.1013. 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]
=
0.1013
ER[a]
=
Expected return on investing in Longleaf Partners
ER[b]
=
Expected return on market index or selected benchmark
Longleaf Partners Total Risk Alpha Peers Comparison
Longleaf Total Risk Alpha Relative To Other Indicators
Longleaf Partners International is rated fourth overall fund in total risk alpha among similar funds. It is rated below average in maximum drawdown among similar funds reporting about 34.55 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Longleaf Partners International is roughly 34.55
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