Monongahela All Total Risk Alpha
| MCMVX Fund | | | USD 21.04 0.14 0.67% |
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Monongahela All Cap has current Total Risk Alpha of
(0.04). 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] |
| = | (0.04) | |
| ER[a] | = | Expected return on investing in Monongahela All |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Monongahela All |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Monongahela All Total Risk Alpha Peers Comparison
Monongahela Total Risk Alpha Relative To Other Indicators
Monongahela All Cap is regarded
fifth largest fund in total risk alpha among similar funds. It is currently under evaluation in maximum drawdown among similar funds .
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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