Curzio Research Total Risk Alpha
| CURZ Stock | | | USD 0.90 0.00 0.00% |
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Curzio Research LLC has current Total Risk Alpha of
(1.03). 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] |
| = | (1.03) | |
| ER[a] | = | Expected return on investing in Curzio Research |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Curzio Research |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Curzio Research Total Risk Alpha Peers Comparison
Curzio Total Risk Alpha Relative To Other Indicators
Curzio Research LLC is rated
second 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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