Bernstein Sanford Total Risk Alpha
| SIIDX Fund | | | USD 30.08 0.02 0.07% |
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Bernstein Sanford C has current Total Risk Alpha of 0.2494. 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] |
| = | 0.2494 | |
| ER[a] | = | Expected return on investing in Bernstein Sanford |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Bernstein Sanford |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Bernstein Sanford Total Risk Alpha Peers Comparison
Bernstein Total Risk Alpha Relative To Other Indicators
Bernstein Sanford C is rated top fund in total risk alpha among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
517.03 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Bernstein Sanford C is roughly
517.03 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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