| PHLOX Fund | | | USD 10.94 0.03 0.27% |
Philotimo Focused total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for Philotimo Focused 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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Philotimo Focused Growth has current Total Risk Alpha of 0.2967. 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] |
| = | 0.2967 | |
| ER[a] | = | Expected return on investing in Philotimo Focused |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Philotimo Focused |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Philotimo Focused Total Risk Alpha Peers Comparison
Philotimo Total Risk Alpha Relative To Other Indicators
Philotimo Focused Growth is regarded
second largest fund in total risk alpha among similar funds. It is rated top fund in maximum drawdown among similar funds reporting about
38.14 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Philotimo Focused Growth is roughly
38.14 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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