JFT Strategies Total Risk Alpha
| JFS-UN Fund | | | CAD 27.63 0.04 0.14% |
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JFT Strategies has current Total Risk Alpha of 0.0569. 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] |
| = | 0.0569 | |
| ER[a] | = | Expected return on investing in JFT Strategies |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on JFT Strategies |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
JFT Strategies Total Risk Alpha Peers Comparison
JFT Total Risk Alpha Relative To Other Indicators
JFT Strategies is currently considered the top fund in total risk alpha among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
80.90 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for JFT Strategies is roughly
80.90 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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