| HLXCX Fund | | | 11.15 0.04 0.36% |
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Harding Loevner Funds has current Total Risk Alpha of
(0.17). 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] |
| = | (0.17) | |
| ER[a] | = | Expected return on investing in Harding Loevner |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Harding Loevner |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Harding Loevner Total Risk Alpha Peers Comparison
Harding Total Risk Alpha Relative To Other Indicators
Harding Loevner Funds is rated
# 5 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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