CNL Healthcare Total Risk Alpha
| CHTH Stock | | | USD 5.21 0.00 0.00% |
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CNL Healthcare Properties has current Total Risk Alpha of 249.55. 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] |
| = | 249.55 | |
| ER[a] | = | Expected return on investing in CNL Healthcare |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on CNL Healthcare |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
CNL Healthcare Total Risk Alpha Peers Comparison
CNL Total Risk Alpha Relative To Other Indicators
CNL Healthcare Properties is number one stock in total risk alpha category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about
0.58 of Maximum Drawdown per Total Risk Alpha. The ratio of Total Risk Alpha to Maximum Drawdown for CNL Healthcare Properties is roughly
1.73 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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