Johnson Institutional total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for Johnson Institutional Intermediate 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 Equity Screeners to view more equity screening tools
Johnson
Johnson Institutional Intermediate has current Total Risk Alpha of 0.0276. 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]
=
0.0276
ER[a]
=
Expected return on investing in Johnson Institutional
ER[b]
=
Expected return on market index or selected benchmark
Johnson Institutional Total Risk Alpha Peers Comparison
Johnson Total Risk Alpha Relative To Other Indicators
Johnson Institutional Intermediate 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 42.66 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Johnson Institutional Intermediate is roughly 42.66
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