Cartel Blue Total Risk Alpha
| CRTL Stock | | | USD 0.0002 0.0002 50.00% |
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Cartel Blue has current Total Risk Alpha of
(0.63). 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] |
| = | (0.63) | |
| ER[a] | = | Expected return on investing in Cartel Blue |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Cartel Blue |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Cartel Blue Total Risk Alpha Peers Comparison
Cartel Total Risk Alpha Relative To Other Indicators
Cartel Blue is rated
fifth 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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