Morningstar International total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for Morningstar International Equity 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
Morningstar
Morningstar International Equity has current Total Risk Alpha of 0.1635. 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]
=
0.1635
ER[a]
=
Expected return on investing in Morningstar International
ER[b]
=
Expected return on market index or selected benchmark
Morningstar International Total Risk Alpha Peers Comparison
Morningstar Total Risk Alpha Relative To Other Indicators
Morningstar International Equity 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 18.51 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Morningstar International Equity is roughly 18.51
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