| FCYIX Fund | | | USD 44.28 0.17 0.38% |
Industrials Portfolio total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for Industrials Portfolio Industrials 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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Industrials Portfolio Industrials has current Total Risk Alpha of 0.0342. 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] |
| = | 0.0342 | |
| ER[a] | = | Expected return on investing in Industrials Portfolio |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Industrials Portfolio |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Industrials Portfolio Total Risk Alpha Peers Comparison
Industrials Total Risk Alpha Relative To Other Indicators
Industrials Portfolio Industrials is rated
# 4 fund in total risk alpha among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
204.79 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Industrials Portfolio Industrials is roughly
204.79 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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