| APHTX Fund | | | USD 25.33 0.26 1.04% |
Artisan Focus total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for Artisan Focus 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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Artisan Focus has current Total Risk Alpha of 0.0414. 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] |
| = | 0.0414 | |
| ER[a] | = | Expected return on investing in Artisan Focus |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Artisan Focus |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Artisan Focus Total Risk Alpha Peers Comparison
Artisan Total Risk Alpha Relative To Other Indicators
Artisan Focus is the top fund in total risk alpha among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
121.08 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Artisan Focus is roughly
121.08 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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