IntelliEPI Cayman Total Risk Alpha
| 4971 Stock | | | TWD 309.50 14.00 4.74% |
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IntelliEPI Cayman has current Total Risk Alpha of 0.5477. 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] |
| = | 0.5477 | |
| ER[a] | = | Expected return on investing in IntelliEPI Cayman |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on IntelliEPI Cayman |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
IntelliEPI Cayman Total Risk Alpha Peers Comparison
IntelliEPI Total Risk Alpha Relative To Other Indicators
IntelliEPI Cayman is rated
second in total risk alpha category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about
32.97 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for IntelliEPI Cayman is roughly
32.97 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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