| CMPVX Fund | | | USD 10.93 0.04 0.37% |
Catholic Responsible total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for Catholic Responsible Investments or any other equities. You can select from a set of available technical indicators by clicking on the link to the right. Please note, not all equities are covered by this module due to inconsistencies in global equity categorizations and data normalization technicques. Please check also
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Catholic Responsible Investments has current Total Risk Alpha of
(0.03). 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] |
| = | (0.03) | |
| ER[a] | = | Expected return on investing in Catholic Responsible |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Catholic Responsible |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Catholic Responsible Total Risk Alpha Peers Comparison
Catholic Total Risk Alpha Relative To Other Indicators
Catholic Responsible Investments is rated
below average in total risk alpha among similar funds. It is
third largest fund in maximum drawdown among similar funds .
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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