| CRED Etf | | | CAD 20.23 0.03 0.15% |
CI Lawrence total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for CI Lawrence Park 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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CI Lawrence Park has current Total Risk Alpha of 7.0E-4. 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] |
| = | 7.0E-4 | |
| ER[a] | = | Expected return on investing in CI Lawrence |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on CI Lawrence |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
CI Lawrence Total Risk Alpha Peers Comparison
CRED Total Risk Alpha Relative To Other Indicators
CI Lawrence Park is
second largest ETF in total risk alpha as compared to similar ETFs. It is currently under evaluation in maximum drawdown as compared to similar ETFs reporting about
1,072 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for CI Lawrence Park is roughly
1,072 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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