| NSNAX Fund | | | USD 52.40 0.22 0.42% |
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Neuberger Berman Small has current Total Risk Alpha of
(0.02). 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] |
| = | (0.02) | |
| 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 Small is number one fund in total risk alpha among similar funds. It is currently under evaluation in maximum drawdown among similar funds .
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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