| KVALX Fund | | | USD 12.11 0.52 4.12% |
Kennedy Capital total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for Kennedy Capital 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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Kennedy Capital Small has current Total Risk Alpha of 0.0037. 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] |
| = | 0.0037 | |
| ER[a] | = | Expected return on investing in Kennedy Capital |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Kennedy Capital |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Kennedy Capital Total Risk Alpha Peers Comparison
Kennedy Total Risk Alpha Relative To Other Indicators
Kennedy Capital Small is currently considered the top fund in total risk alpha among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
2,905 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Kennedy Capital Small is roughly
2,905 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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