Multi-strategy Income Total Risk Alpha
| RMYYX Fund | | | USD 9.78 0.01 0.10% |
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Multi Strategy Income Fund has current Total Risk Alpha of 0.0347. 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] |
| = | 0.0347 | |
| ER[a] | = | Expected return on investing in Multi-strategy Income |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Multi-strategy Income |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Multi-strategy Income Total Risk Alpha Peers Comparison
Multi-strategy Total Risk Alpha Relative To Other Indicators
Multi Strategy Income Fund is rated
below average in total risk alpha among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
49.20 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Multi Strategy Income Fund is roughly
49.20 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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