| STRAX Fund | | | USD 31.11 0.08 0.26% |
Stralem Equity total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for Stralem Equity Fund 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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Stralem Equity Fund has current Total Risk Alpha of 0.0086. 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] |
| = | 0.0086 | |
| ER[a] | = | Expected return on investing in Stralem Equity |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Stralem Equity |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Stralem Equity Total Risk Alpha Peers Comparison
Stralem Total Risk Alpha Relative To Other Indicators
Stralem Equity Fund is rated top fund in total risk alpha among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
492.70 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Stralem Equity Fund is roughly
492.70 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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