| TINIX Fund | | | USD 8.85 0.02 0.23% |
Acm Tactical total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for Acm Tactical Income 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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Acm Tactical Income has current Total Risk Alpha of
(0.03). 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] |
| = | (0.03) | |
| ER[a] | = | Expected return on investing in Acm Tactical |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Acm Tactical |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Acm Tactical Total Risk Alpha Peers Comparison
Acm Total Risk Alpha Relative To Other Indicators
Acm Tactical Income is rated
below average in total risk alpha among similar funds. It is rated
below average in maximum drawdown among similar funds .
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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