| IBITEC-F | | | 77.50 2.00 2.52% |
IBI Mutual total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for IBI Mutual Funds 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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IBI Mutual Funds has current Total Risk Alpha of 0.2937. 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] |
| = | 0.2937 | |
| ER[a] | = | Expected return on investing in IBI Mutual |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on IBI Mutual |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
IBI Mutual Total Risk Alpha Peers Comparison
IBI Total Risk Alpha Relative To Other Indicators
IBI Mutual Funds is rated
fifth overall in total risk alpha category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about
62.92 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for IBI Mutual Funds is roughly
62.92 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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