| LGWCX Fund | | | USD 18.43 0.04 0.22% |
Ladenburg Growth total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for Ladenburg Growth 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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Ladenburg Growth has current Total Risk Alpha of 0.0085. 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] |
| = | 0.0085 | |
| ER[a] | = | Expected return on investing in Ladenburg Growth |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Ladenburg Growth |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Ladenburg Growth Total Risk Alpha Peers Comparison
Ladenburg Total Risk Alpha Relative To Other Indicators
Ladenburg Growth is rated
fourth overall fund in total risk alpha among similar funds. It is number one fund in maximum drawdown among similar funds reporting about
412.76 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Ladenburg Growth is roughly
412.76 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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