Auxier Focus Fund Institutional (AUXIX)

31.16 -0.11 (-0.35%) USD  |  Dec 13 2024
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AUXIX Alpha (Since Inception)

Alpha (Since Inception) Chart

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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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Historical Data

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Alpha Definition

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Alpha measures the excess return that a security provides. Alpha can be measured by taking Risk Adjusted Security Return - Beta*(Risk Adjusted Market Return). This formula will return the outperformance that the security provides. Alpha is an important metric for active investing, where investors look for outperforming a particular benchmark.

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Alpha (Since Inception) Range, Past 5 Years

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Alpha (Since Inception) Benchmarks

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Vanguard Mega Cap Value Index Fund Inst Upgrade
Wilshire Large Company Value Portfolio Inst Upgrade
VY Invesco Comstock Portfolio Initial Upgrade
NYLI Epoch US Equity Yield Fund I Upgrade
American Beacon Large Cap Value Fund Y Upgrade

Alpha (Since Inception) Related Metrics

Beta (Since Inception) Upgrade
Alpha (vs YCharts Benchmark) (Since Inception) Upgrade
Beta (vs YCharts Benchmark) (Since Inception) Upgrade
Annualized Standard Deviation of Monthly Returns (Since Inception) Upgrade
Historical Sharpe Ratio (Since Inception) Upgrade
Historical Sortino (Since Inception) Upgrade
Max Drawdown (Since Inception) Upgrade
Monthly Value at Risk (VaR) 5% (Since Inception) Upgrade

Alpha (Since Inception) Excel Add-In Codes

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Metric Code: market_alpha_all
Latest Data Point: =YCP("M:AUXIX", "market_alpha_all")
Last 5 Data Points: =YCS("M:AUXIX", "market_alpha_all", -4)
To find the codes for any of our securities and financial metrics, see our Complete Excel Reference.