Pacific Funds total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for Pacific Funds E 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
Pacific
Pacific Funds E has current Total Risk Alpha of 0.0253. 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]
=
0.0253
ER[a]
=
Expected return on investing in Pacific Funds
ER[b]
=
Expected return on market index or selected benchmark
Pacific Total Risk Alpha Relative To Other Indicators
Pacific Funds E is regarded fifth largest fund in total risk alpha among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about 54.02 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Pacific Funds E is roughly 54.02
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