Multi Asset Growth & Income Strategy Cl Series F (FRC3186)

16.39 +0.04 (+0.21%) CAD  |  Dec 24 2024
More

FRC3186 Alpha (vs YCharts Benchmark) (5Y)

Alpha (vs YCharts Benchmark) (5Y) Chart

Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
View Alpha (vs YCharts Benchmark) (5Y) Chart
Start Trial

Historical Data

View Historical Data
Start Trial

Alpha Definition

View Alpha Definition
Start Trial

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.

Read full definition.

Alpha (vs YCharts Benchmark) (5Y) Range, Past 5 Years

View Alpha (vs YCharts Benchmark) (5Y) Range, Past 5 Years
Start Trial
--
Minimum
--
Maximum
--
Average
--
Median

Alpha (vs YCharts Benchmark) (5Y) Benchmarks

View Alpha (vs YCharts Benchmark) (5Y) Benchmarks
Start Trial
Russell Inv Balanced Growth Class Series F Upgrade
Russell Inv Diversified Monthly Income Sr F-7 Upgrade
Russell Inv Dvsf Monthly Income Cl Series F-7 Upgrade
Multi Asset Growth & Income Strategy Series F Upgrade
Russell Investments Balanced Growth Series F Upgrade

Alpha (vs YCharts Benchmark) (5Y) Related Metrics

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

Alpha (vs YCharts Benchmark) (5Y) Excel Add-In Codes

View Alpha (vs YCharts Benchmark) (5Y) Excel Add-In Codes
Start Trial
Metric Code: enhanced_market_alpha_60_month
Latest Data Point: =YCP("M:FRC3186.TO", "enhanced_market_alpha_60_month")
Last 5 Data Points: =YCS("M:FRC3186.TO", "enhanced_market_alpha_60_month", -4)
To find the codes for any of our securities and financial metrics, see our Complete Excel Reference.