| MI90 Fund | | | EUR 44.17 0.29 0.66% |
BGF Global total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for BGF Global Allocation 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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BGF Global Allocation has current Total Risk Alpha of 0.0108. 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] |
| = | 0.0108 | |
| ER[a] | = | Expected return on investing in BGF Global |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on BGF Global |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
BGF Global Total Risk Alpha Peers Comparison
BGF Total Risk Alpha Relative To Other Indicators
BGF Global Allocation is regarded
fifth largest fund in total risk alpha among similar funds. It is regarded
fifth largest fund in maximum drawdown among similar funds reporting about
319.88 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for BGF Global Allocation is roughly
319.88 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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