GOLDCREST CoLtd Total Risk Alpha
| CDCTF Stock | | | USD 20.55 0.00 0.00% |
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GOLDCREST CoLtd has current Total Risk Alpha of 0. 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 | |
| ER[a] | = | Expected return on investing in GOLDCREST CoLtd |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on GOLDCREST CoLtd |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
GOLDCREST CoLtd Total Risk Alpha Peers Comparison
GOLDCREST Total Risk Alpha Relative To Other Indicators
GOLDCREST CoLtd is rated
below average 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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