| 0P0001AAKP | | | CAD 36.87 0.05 0.14% |
CI Signature total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for CI Signature Cat 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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CI Signature Cat has current Total Risk Alpha of 0.0499. 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] |
| = | 0.0499 | |
| ER[a] | = | Expected return on investing in CI Signature |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on CI Signature |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
CI Signature Total Risk Alpha Peers Comparison
0P0001AAKP Total Risk Alpha Relative To Other Indicators
CI Signature Cat is
second largest fund in total risk alpha among similar funds. It is
second largest fund in maximum drawdown among similar funds reporting about
117.58 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for CI Signature Cat is roughly
117.58 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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