| TLGYX Fund | | | USD 59.16 0.29 0.49% |
Touchstone Large total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for Touchstone Large 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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Touchstone Large Pany has current Total Risk Alpha of 0.0111. 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] |
| = | 0.0111 | |
| ER[a] | = | Expected return on investing in Touchstone Large |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Touchstone Large |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Touchstone Large Total Risk Alpha Peers Comparison
Touchstone Total Risk Alpha Relative To Other Indicators
Touchstone Large Pany is rated
fourth largest fund in total risk alpha among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
527.73 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Touchstone Large Pany is roughly
527.73 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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