American Overseas Total Risk Alpha
| AOREF Stock | | | USD 1,300 0.00 0.00% |
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American Overseas Group has current Total Risk Alpha of 0.2059. 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] |
| = | 0.2059 | |
| ER[a] | = | Expected return on investing in American Overseas |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on American Overseas |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
American Overseas Total Risk Alpha Peers Comparison
American Total Risk Alpha Relative To Other Indicators
American Overseas Group 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
141.29 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for American Overseas Group is roughly
141.29 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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