Reit Azorim Total Risk Alpha
| AZRT Stock | | | ILA 585.40 4.70 0.80% |
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Reit Azorim HF has current Total Risk Alpha of
(0.07). 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] |
| = | (0.07) | |
| ER[a] | = | Expected return on investing in Reit Azorim |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Reit Azorim |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Reit Azorim Total Risk Alpha Peers Comparison
Reit Total Risk Alpha Relative To Other Indicators
Reit Azorim HF 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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