| MSCOX Fund | | | USD 10.08 0.00 0.00% |
Msif Small total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for Msif Small Pany 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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Msif Small Pany has current Total Risk Alpha of 0.3397. 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] |
| = | 0.3397 | |
| ER[a] | = | Expected return on investing in Msif Small |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Msif Small |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Msif Small Total Risk Alpha Peers Comparison
Msif Total Risk Alpha Relative To Other Indicators
Msif Small Pany is number one fund in total risk alpha among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
21.17 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Msif Small Pany is roughly
21.17 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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