Multi Strategy Total Risk Alpha
| RMYYX Fund | | | USD 9.82 0.05 0.51% |
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Multi Strategy Income Fund has current Total Risk Alpha of 0.0068. 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] |
| = | 0.0068 | |
| ER[a] | = | Expected return on investing in Multi Strategy |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Multi Strategy |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Multi Strategy Total Risk Alpha Peers Comparison
Multi Total Risk Alpha Relative To Other Indicators
Multi Strategy Income Fund is rated top fund in total risk alpha among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
233.74 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Multi Strategy Income Fund is roughly
233.74 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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