| FSCPX Fund | | | USD 60.64 0.85 1.38% |
Consumer Discretionary total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for Consumer Discretionary Portfolio 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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Consumer Discretionary Portfolio has current Total Risk Alpha of
(0.23). 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] |
| = | (0.23) | |
| ER[a] | = | Expected return on investing in Consumer Discretionary |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Consumer Discretionary |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Consumer Discretionary Total Risk Alpha Peers Comparison
Consumer Total Risk Alpha Relative To Other Indicators
Consumer Discretionary Portfolio is rated
below average in total risk alpha among similar funds. It is currently under evaluation in maximum drawdown among similar funds .
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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