| MLNAX Fund | | | USD 23.17 0.02 0.09% |
Global Centrated total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for Global Centrated 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
Equity Screeners to view more equity screening tools
Global Centrated Portfolio has current Total Risk Alpha of 0.0106. 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] |
| = | 0.0106 | |
| ER[a] | = | Expected return on investing in Global Centrated |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Global Centrated |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Global Centrated Total Risk Alpha Peers Comparison
Global Total Risk Alpha Relative To Other Indicators
Global Centrated Portfolio is regarded
fourth largest fund in total risk alpha among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
527.94 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Global Centrated Portfolio is roughly
527.94 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
Build portfolios using Macroaxis predefined set of investing ideas. Many of Macroaxis investing ideas can easily outperform a given market. Ideas can also be optimized per your risk profile before portfolio origination is invoked. Macroaxis thematic optimization helps investors identify companies most likely to benefit from changes or shifts in various micro-economic or local macro-level trends. Originating optimal thematic portfolios involves aligning investors' personal views, ideas, and beliefs with their actual investments.