| BBMIX Fund | | | USD 12.92 0.04 0.31% |
Bbh Select total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for Bbh Select Series or any other equities. You can select from a set of available technical indicators by clicking on the link to the right. Please note, not all equities are covered by this module due to inconsistencies in global equity categorizations and data normalization technicques. Please check also
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Bbh Select Series has current Total Risk Alpha of 0.0057. 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] |
| = | 0.0057 | |
| ER[a] | = | Expected return on investing in Bbh Select |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Bbh Select |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Bbh Select Total Risk Alpha Peers Comparison
Bbh Total Risk Alpha Relative To Other Indicators
Bbh Select Series is
second largest fund in total risk alpha among similar funds. It is the top fund in maximum drawdown among similar funds reporting about
832.02 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Bbh Select Series is roughly
832.02 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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