| RICEX Fund | | | USD 63.62 0.52 0.82% |
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Investment Of America has current Total Risk Alpha of 0.0333. 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] |
| = | 0.0333 | |
| ER[a] | = | Expected return on investing in Investment |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Investment |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Investment Total Risk Alpha Peers Comparison
Investment Total Risk Alpha Relative To Other Indicators
Investment Of America is rated
second largest fund in total risk alpha among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
111.41 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Investment Of America is roughly
111.41 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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