| VARAX Fund | | | USD 10.61 0.01 0.09% |
Vivaldi Merger total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for Vivaldi Merger Arbitrage 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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Vivaldi Merger Arbitrage has current Total Risk Alpha of 0.007. 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] |
| = | 0.007 | |
| ER[a] | = | Expected return on investing in Vivaldi Merger |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Vivaldi Merger |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Vivaldi Merger Total Risk Alpha Peers Comparison
Vivaldi Total Risk Alpha Relative To Other Indicators
Vivaldi Merger Arbitrage is presently regarded as number one fund in total risk alpha among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
27.17 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Vivaldi Merger Arbitrage is roughly
27.17 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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