Wasatch Strategic total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for Wasatch Strategic Income 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
Wasatch
Wasatch Strategic Income has current Total Risk Alpha of 0.099. 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]
=
0.099
ER[a]
=
Expected return on investing in Wasatch Strategic
ER[b]
=
Expected return on market index or selected benchmark
Wasatch Strategic Total Risk Alpha Peers Comparison
Wasatch Total Risk Alpha Relative To Other Indicators
Wasatch Strategic Income is rated second in total risk alpha among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about 32.07 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Wasatch Strategic Income is roughly 32.07
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