| NBGEX Fund | | | USD 70.98 0.44 0.62% |
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Neuberger Berman Genesis has current Total Risk Alpha of 0.0023. 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] |
| = | 0.0023 | |
| ER[a] | = | Expected return on investing in Neuberger Berman |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Neuberger Berman |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Neuberger Berman Total Risk Alpha Peers Comparison
Neuberger Total Risk Alpha Relative To Other Indicators
Neuberger Berman Genesis 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
2,820 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Neuberger Berman Genesis is roughly
2,820 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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