| HABT11 Fund | | | BRL 75.25 0.55 0.74% |
Habitat Ii total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for Habitat Ii 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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Habitat Ii has current Total Risk Alpha of
(0.38). 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] |
| = | (0.38) | |
| ER[a] | = | Expected return on investing in Habitat Ii |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Habitat Ii |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Habitat Ii Total Risk Alpha Peers Comparison
Habitat Total Risk Alpha Relative To Other Indicators
Habitat Ii is rated
# 5 fund in total risk alpha among similar funds. It is currently under evaluation 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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