| UBVLX Fund | | | USD 94.78 0.75 0.79% |
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Undiscovered Managers Behavioral has current Total Risk Alpha of
(0.06). 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] |
| = | (0.06) | |
| ER[a] | = | Expected return on investing in Undiscovered Managers |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Undiscovered Managers |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Undiscovered Managers Total Risk Alpha Peers Comparison
Undiscovered Total Risk Alpha Relative To Other Indicators
Undiscovered Managers Behavioral 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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