| NTBAX Fund | | | USD 10.15 0.01 0.1% |
Navigator Tactical total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for Navigator Tactical Fixed 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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Navigator Tactical Fixed has current Total Risk Alpha of 8.0E-4. 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] |
| = | 8.0E-4 | |
| ER[a] | = | Expected return on investing in Navigator Tactical |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Navigator Tactical |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Navigator Tactical Total Risk Alpha Peers Comparison
Navigator Total Risk Alpha Relative To Other Indicators
Navigator Tactical Fixed is regarded
fifth largest fund in total risk alpha among similar funds. It is rated
below average in maximum drawdown among similar funds reporting about
748.25 of Maximum Drawdown per Total Risk Alpha.
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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