Thomas White Total Risk Alpha
| TWEMX Fund | | | USD 11.79 0.15 1.26% |
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Thomas White Emerging has current Total Risk Alpha of 0.0539. 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] |
| = | 0.0539 | |
| ER[a] | = | Expected return on investing in Thomas White |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Thomas White |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Thomas White Total Risk Alpha Peers Comparison
Thomas Total Risk Alpha Relative To Other Indicators
Thomas White Emerging is rated top fund in total risk alpha among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
80.86 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Thomas White Emerging is roughly
80.86 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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