| MLXIX Fund | | | USD 30.10 0.05 0.17% |
Catalyst Mlp total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for Catalyst Mlp Infrastructure 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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Catalyst Mlp Infrastructure has current Total Risk Alpha of 0.1319. 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] |
| = | 0.1319 | |
| ER[a] | = | Expected return on investing in Catalyst Mlp |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Catalyst Mlp |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Catalyst Mlp Total Risk Alpha Peers Comparison
Catalyst Total Risk Alpha Relative To Other Indicators
Catalyst Mlp Infrastructure is regarded
second largest fund in total risk alpha among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
33.18 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Catalyst Mlp Infrastructure is roughly
33.18 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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