| TEMWX Fund | | | USD 17.77 0.50 2.74% |
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Templeton World Fund has current Total Risk Alpha of 0.0065. 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] |
| = | 0.0065 | |
| ER[a] | = | Expected return on investing in Templeton World |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Templeton World |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Templeton World Total Risk Alpha Peers Comparison
Templeton Total Risk Alpha Relative To Other Indicators
Templeton World Fund is rated top fund in total risk alpha among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
613.42 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Templeton World Fund is roughly
613.42 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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