ADT 1942 Total Risk Alpha

A1
SMGAMX -- USA Fund  

USD 8.36  0.17  2.08%

ADT 1942 total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for ADT 1942 Bahl 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

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ADT 1942 Bahl has current Total Risk Alpha of 1.48. 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] 
 = 
1.48
ER[a] =   Expected return on investing in ADT 1942
ER[b] =   Expected return on market index or selected benchmark
STD[a] =   Standard Deviation of returns on ADT 1942
STD[b] =   Standard Deviation of selected market or benchmark
RFR =   Risk Free Rate of return. Typically T-Bill Rate

Total Risk Alpha Comparison

ADT 1942 Bahl is rated top fund in total risk alpha among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about  3.51  of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for ADT 1942 Bahl is roughly  3.51 
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.

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