Reynolds Blue Total Risk Alpha
| RBCGX Fund | | | USD 66.68 0.43 0.65% |
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Reynolds Blue Chip has current Total Risk Alpha of 0.0449. 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] |
| = | 0.0449 | |
| ER[a] | = | Expected return on investing in Reynolds Blue |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Reynolds Blue |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Reynolds Blue Total Risk Alpha Peers Comparison
Reynolds Total Risk Alpha Relative To Other Indicators
Reynolds Blue Chip is rated
fifth largest fund in total risk alpha among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
472.75 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Reynolds Blue Chip is roughly
472.75 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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