Leuthold E Total Risk Alpha
| LCORX Fund | | | USD 23.04 0.01 0.04% |
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Leuthold E Investment has current Total Risk Alpha of 0.0317. 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] |
| = | 0.0317 | |
| ER[a] | = | Expected return on investing in Leuthold E |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Leuthold E |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Leuthold E Total Risk Alpha Peers Comparison
Leuthold Total Risk Alpha Relative To Other Indicators
Leuthold E Investment is number one fund in total risk alpha among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
54.38 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Leuthold E Investment is roughly
54.38 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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