| CIMDX Fund | | | USD 15.93 0.06 0.38% |
Clarkston Founders total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for Clarkston Founders Fund 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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Clarkston Founders Fund has current Total Risk Alpha of 0.0192. 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] |
| = | 0.0192 | |
| ER[a] | = | Expected return on investing in Clarkston Founders |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Clarkston Founders |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Clarkston Founders Total Risk Alpha Peers Comparison
Clarkston Total Risk Alpha Relative To Other Indicators
Clarkston Founders Fund is
second largest fund in total risk alpha among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
155.21 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Clarkston Founders Fund is roughly
155.21 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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