Isodiol International Total Risk Alpha
| ISOLF Stock | | | USD 0.0001 0.00 0.00% |
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Isodiol International has current Total Risk Alpha of 3.29. 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] |
| = | 3.29 | |
| ER[a] | = | Expected return on investing in Isodiol International |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Isodiol International |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Isodiol International Total Risk Alpha Peers Comparison
Isodiol Total Risk Alpha Relative To Other Indicators
Isodiol International is rated
second overall in total risk alpha category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about
304.40 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Isodiol International is roughly
304.40 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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