| FRNKX Fund | | | USD 15.89 0.04 0.25% |
Frank Value total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for Frank Value 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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Frank Value Fund has current Total Risk Alpha of 0.0045. 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] |
| = | 0.0045 | |
| ER[a] | = | Expected return on investing in Frank Value |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Frank Value |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Frank Value Total Risk Alpha Peers Comparison
Frank Total Risk Alpha Relative To Other Indicators
Frank Value Fund is rated
below average in total risk alpha among similar funds. It is rated
below average in maximum drawdown among similar funds reporting about
1,182 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Frank Value Fund is roughly
1,182 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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