| MRGOX Fund | | | USD 13.43 0.00 0.00% |
Msif Global total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for Msif Global Infrastructure 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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Msif Global Infrastructure has current Total Risk Alpha of 0.0491. 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] |
| = | 0.0491 | |
| ER[a] | = | Expected return on investing in Msif Global |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Msif Global |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Msif Global Total Risk Alpha Peers Comparison
Msif Total Risk Alpha Relative To Other Indicators
Msif Global Infrastructure is number one fund in total risk alpha among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
51.31 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Msif Global Infrastructure is roughly
51.31 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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