Strategic Allocation Total Risk Alpha

ASMRX Fund  USD 6.32  0.01  0.16%   
Strategic Allocation total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for Strategic Allocation Moderate 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 Equity Screeners to view more equity screening tools
  
Strategic Allocation Moderate 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 Strategic Allocation
ER[b] = Expected return on market index or selected benchmark
STD[a] =   Standard Deviation of returns on Strategic Allocation
STD[b] = Standard Deviation of selected market or benchmark
RFR = Risk Free Rate of return. Typically T-Bill Rate

Strategic Allocation Total Risk Alpha Peers Comparison

Strategic Total Risk Alpha Relative To Other Indicators

The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
Compare Strategic Allocation to Peers

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