Amg Yacktman Total Risk Alpha

YAFIX Fund  USD 21.05  0.01  0.05%   
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Amg Yacktman Focused has current Total Risk Alpha of (0.11). 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]

 = 
(0.11)
ER[a] = Expected return on investing in Amg Yacktman
ER[b] = Expected return on market index or selected benchmark
STD[a] =   Standard Deviation of returns on Amg Yacktman
STD[b] = Standard Deviation of selected market or benchmark
RFR = Risk Free Rate of return. Typically T-Bill Rate

Amg Yacktman Total Risk Alpha Peers Comparison

Amg Total Risk Alpha Relative To Other Indicators

Amg Yacktman Focused is rated third in total risk alpha among similar funds. It is currently under evaluation in maximum drawdown among similar funds .
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
Compare Amg Yacktman to Peers

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