2CRSI SA Total Risk Alpha
| 52C Stock | | | 14.68 0.36 2.39% |
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2CRSI SA has current Total Risk Alpha of 0.0774. 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] |
| = | 0.0774 | |
| ER[a] | = | Expected return on investing in 2CRSI SA |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on 2CRSI SA |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
2CRSI SA Total Risk Alpha Peers Comparison
2CRSI Total Risk Alpha Relative To Other Indicators
2CRSI SA is number one stock in total risk alpha category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about
253.90 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for 2CRSI SA is roughly
253.90 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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