| SDFIX Fund | | | USD 9.17 0.02 0.22% |
Swan Defined total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for Swan Defined Risk 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
Swan Defined Risk has current Total Risk Alpha of
(0.14). 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] |
| = | (0.14) | |
| ER[a] | = | Expected return on investing in Swan Defined |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Swan Defined |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Swan Defined Total Risk Alpha Peers Comparison
Swan Total Risk Alpha Relative To Other Indicators
Swan Defined Risk is rated
below average in total risk alpha among similar funds. It is rated
fifth largest fund in maximum drawdown among similar funds .
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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.