| SAMAX Fund | | | USD 12.50 0.08 0.64% |
Moderately Aggressive total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for Moderately Aggressive Balanced 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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Moderately Aggressive Balanced has current Total Risk Alpha of
(0.02). 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] |
| = | (0.02) | |
| ER[a] | = | Expected return on investing in Moderately Aggressive |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Moderately Aggressive |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Moderately Aggressive Total Risk Alpha Peers Comparison
Moderately Total Risk Alpha Relative To Other Indicators
Moderately Aggressive Balanced 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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