| DCFGX Fund | | | USD 40.35 0.43 1.08% |
Dunham Focused total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for Dunham Focused Large 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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Dunham Focused Large has current Total Risk Alpha of 0.0779. 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] |
| = | 0.0779 | |
| ER[a] | = | Expected return on investing in Dunham Focused |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Dunham Focused |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Dunham Focused Total Risk Alpha Peers Comparison
Dunham Total Risk Alpha Relative To Other Indicators
Dunham Focused Large is rated
# 2 fund in total risk alpha among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
81.91 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Dunham Focused Large is roughly
81.91 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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