Astoncrosswind Small Total Risk Alpha
| ACWDX Fund | | | USD 17.54 0.09 0.51% |
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Astoncrosswind Small Cap has current Total Risk Alpha of 0.0098. 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] |
| = | 0.0098 | |
| ER[a] | = | Expected return on investing in Astoncrosswind Small |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Astoncrosswind Small |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Astoncrosswind Small Total Risk Alpha Peers Comparison
Astoncrosswind Total Risk Alpha Relative To Other Indicators
Astoncrosswind Small Cap is
third largest fund in total risk alpha among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
688.09 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Astoncrosswind Small Cap is roughly
688.09 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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