| ISGLX Fund | | | USD 17.68 0.00 0.00% |
Columbia Integrated total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for Columbia Integrated Small 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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Columbia Integrated Small has current Total Risk Alpha of 3.0E-4. 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] |
| = | 3.0E-4 | |
| ER[a] | = | Expected return on investing in Columbia Integrated |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Columbia Integrated |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Columbia Integrated Total Risk Alpha Peers Comparison
Columbia Total Risk Alpha Relative To Other Indicators
Columbia Integrated Small is rated
second overall fund in total risk alpha among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
22,760 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Columbia Integrated Small is roughly
22,760 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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