Mundoval Fund Total Risk Alpha
| MUNDX Fund | | | USD 28.49 0.12 0.42% |
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Mundoval Fund Mundoval has current Total Risk Alpha of
(0.14). 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] |
| = | (0.14) | |
| ER[a] | = | Expected return on investing in Mundoval Fund |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Mundoval Fund |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Mundoval Fund Total Risk Alpha Peers Comparison
Mundoval Total Risk Alpha Relative To Other Indicators
Mundoval Fund Mundoval is rated
below average 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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