| KADCX Fund | | | USD 10.11 0.07 0.70% |
Kensington Active total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for Kensington Active Advantage 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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Kensington Active Advantage has current Total Risk Alpha of 0.008. 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] |
| = | 0.008 | |
| ER[a] | = | Expected return on investing in Kensington Active |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Kensington Active |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Kensington Active Total Risk Alpha Peers Comparison
Kensington Total Risk Alpha Relative To Other Indicators
Kensington Active Advantage is rated
below average in total risk alpha among similar funds. It is rated
fifth overall fund in maximum drawdown among similar funds reporting about
382.88 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Kensington Active Advantage is roughly
382.88 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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