Great-west Moderate total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for Great West Moderate Profile 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
Great-west
Great West Moderate Profile has current Total Risk Alpha of 0.0024. 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]
=
0.0024
ER[a]
=
Expected return on investing in Great-west Moderate
ER[b]
=
Expected return on market index or selected benchmark
Great-west Moderate Total Risk Alpha Peers Comparison
Great-west Total Risk Alpha Relative To Other Indicators
Great West Moderate Profile is rated below average in total risk alpha among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about 2,181 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Great West Moderate Profile is roughly 2,181
Build portfolios using Macroaxis predefined set of investing ideas. Many of Macroaxis investing ideas can easily outperform a given market. Ideas can also be optimized per your risk profile before portfolio origination is invoked. Macroaxis thematic optimization helps investors identify companies most likely to benefit from changes or shifts in various micro-economic or local macro-level trends. Originating optimal thematic portfolios involves aligning investors' personal views, ideas, and beliefs with their actual investments.