BBDC4F Total Risk Alpha
| BBDC4F Stock | | | BRL 20.50 0.30 1.49% |
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BBDC4F has current Total Risk Alpha of 0.0427. 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] |
| = | 0.0427 | |
| ER[a] | = | Expected return on investing in BBDC4F |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on BBDC4F |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
BBDC4F Total Risk Alpha Peers Comparison
BBDC4F Total Risk Alpha Relative To Other Indicators
BBDC4F is rated
third in total risk alpha category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about
217.31 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for BBDC4F is roughly
217.31 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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