| AUERX Fund | | | USD 17.66 0.04 0.23% |
Auer Growth total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for Auer Growth Fund 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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Auer Growth Fund has current Total Risk Alpha of
(0.13). 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] |
| = | (0.13) | |
| ER[a] | = | Expected return on investing in Auer Growth |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Auer Growth |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Auer Growth Total Risk Alpha Peers Comparison
Auer Total Risk Alpha Relative To Other Indicators
Auer Growth Fund is
fourth largest fund 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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