Adalta Total Risk Alpha
| 1AD Stock | | | 0.01 0.0005 11.11% |
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Adalta has current Total Risk Alpha of
(0.28). 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] |
| = | (0.28) | |
| ER[a] | = | Expected return on investing in Adalta |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Adalta |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Adalta Total Risk Alpha Peers Comparison
Adalta Total Risk Alpha Relative To Other Indicators
Adalta is rated
fourth in total risk alpha category among its peers. It is currently under evaluation in maximum drawdown category among its peers .
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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