FRIQUE Balanced Total Risk Alpha
| 0P000070OO | | | 79.12 0.05 0.06% |
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FRIQUE Balanced Portfolio has current Total Risk Alpha of 0.0018. 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] |
| = | 0.0018 | |
| ER[a] | = | Expected return on investing in FRIQUE Balanced |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on FRIQUE Balanced |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
FRIQUE Balanced Total Risk Alpha Peers Comparison
FRIQUE Total Risk Alpha Relative To Other Indicators
FRIQUE Balanced Portfolio is
third largest fund in total risk alpha among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
1,051 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for FRIQUE Balanced Portfolio is roughly
1,051 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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