Small-midcap Dividend Total Risk Alpha
| PMDIX Fund | | | USD 20.86 0.29 1.37% |
Small-midcap Dividend total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for Small Midcap Dividend Income 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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Small Midcap Dividend Income has current Total Risk Alpha of 0.0801. 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] |
| = | 0.0801 | |
| ER[a] | = | Expected return on investing in Small-midcap Dividend |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Small-midcap Dividend |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Small-midcap Dividend Total Risk Alpha Peers Comparison
Small-midcap Total Risk Alpha Relative To Other Indicators
Small Midcap Dividend Income is regarded
fourth largest fund in total risk alpha among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
48.03 of Maximum Drawdown per Total Risk Alpha.
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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