Ultimus Managers Total Risk Alpha
| WWMCX Fund | | | USD 11.80 0.03 0.25% |
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Ultimus Managers Trust has current Total Risk Alpha of 0.0023. 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] |
| = | 0.0023 | |
| ER[a] | = | Expected return on investing in Ultimus Managers |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Ultimus Managers |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Ultimus Managers Total Risk Alpha Peers Comparison
Ultimus Total Risk Alpha Relative To Other Indicators
Ultimus Managers Trust is rated
fifth in total risk alpha among similar funds. It is rated
fifth in maximum drawdown among similar funds reporting about
1,867 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Ultimus Managers Trust is roughly
1,867 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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