| IWRFXDelisted Fund | | | USD 0.68 0.00 0.00% |
Voya Russia total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for Voya Russia 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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Voya Russia Fund has current Total Risk Alpha of 1.13. 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] |
| = | 1.13 | |
| ER[a] | = | Expected return on investing in Voya Russia |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Voya Russia |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Voya Russia Total Risk Alpha Peers Comparison
Voya Total Risk Alpha Relative To Other Indicators
Voya Russia Fund is currently considered the top fund in total risk alpha among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
94.86 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Voya Russia Fund is roughly
94.86 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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