| ZVGIX Fund | | | USD 53.02 0.33 0.62% |
Zevenbergen Genea total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for Zevenbergen Genea Fund 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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Zevenbergen Genea Fund has current Total Risk Alpha of 0.2275. 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] |
| = | 0.2275 | |
| ER[a] | = | Expected return on investing in Zevenbergen Genea |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Zevenbergen Genea |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Zevenbergen Genea Total Risk Alpha Peers Comparison
Zevenbergen Total Risk Alpha Relative To Other Indicators
Zevenbergen Genea Fund is rated
second in total risk alpha among similar funds. It is presently regarded as number one fund in maximum drawdown among similar funds reporting about
38.58 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Zevenbergen Genea Fund is roughly
38.58 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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