Md Sass Total Risk Alpha
| MDSIX Fund | | | USD 8.98 0.01 0.11% |
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Md Sass Short has current Total Risk Alpha of 0.0012. 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] |
| = | 0.0012 | |
| ER[a] | = | Expected return on investing in Md Sass |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Md Sass |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Md Sass Total Risk Alpha Peers Comparison
MDSIX Total Risk Alpha Relative To Other Indicators
Md Sass Short is rated
below average in total risk alpha among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
372.83 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Md Sass Short is roughly
372.83 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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