| LMTIX Fund | | | USD 25.85 0.13 0.51% |
Qs Us total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for Qs Large Cap 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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Qs Large Cap has current Total Risk Alpha of 0.0098. 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] |
| = | 0.0098 | |
| ER[a] | = | Expected return on investing in Qs Us |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Qs Us |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Qs Us Total Risk Alpha Peers Comparison
LMTIX Total Risk Alpha Relative To Other Indicators
Qs Large Cap is rated
fourth overall fund in total risk alpha among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
414.93 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Qs Large Cap is roughly
414.93 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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