| ARRQX Fund | | | 22.07 0.13 0.59% |
Aristotle Value total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for Aristotle Value Equity 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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Aristotle Value Equity has current Total Risk Alpha of
(0.1). 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] |
| = | (0.1) | |
| ER[a] | = | Expected return on investing in Aristotle Value |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Aristotle Value |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Aristotle Value Total Risk Alpha Peers Comparison
Aristotle Total Risk Alpha Relative To Other Indicators
Aristotle Value Equity is rated
below average in total risk alpha among similar funds. It is rated
below average 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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