Madison Small Total Risk Alpha

MASMX Fund  USD 12.93  0.03  0.23%   
Madison Small total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for Madison Small 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 Equity Screeners to view more equity screening tools
  
Madison Small Cap has current Total Risk Alpha of 0.0308. 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]

 = 
0.0308
ER[a] = Expected return on investing in Madison Small
ER[b] = Expected return on market index or selected benchmark
STD[a] =   Standard Deviation of returns on Madison Small
STD[b] = Standard Deviation of selected market or benchmark
RFR = Risk Free Rate of return. Typically T-Bill Rate

Madison Small Total Risk Alpha Peers Comparison

Madison Total Risk Alpha Relative To Other Indicators

Madison Small Cap is regarded second largest fund in total risk alpha among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about  174.29  of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Madison Small Cap is roughly  174.29 
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
Compare Madison Small to Peers

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