Arcus Development Total Risk Alpha
| ARCUF Stock | | | USD 0.01 0.00 0.00% |
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Arcus Development Group has current Total Risk Alpha of 0.1852. 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] |
| = | 0.1852 | |
| ER[a] | = | Expected return on investing in Arcus Development |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Arcus Development |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Arcus Development Total Risk Alpha Peers Comparison
Arcus Total Risk Alpha Relative To Other Indicators
Arcus Development 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
539.96 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Arcus Development Group is roughly
539.96 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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