Johnson Opportunity Total Risk Alpha
| JOSSX Fund | | | 54.09 0.00 1.36% |
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Johnson Opportunity S has current Total Risk Alpha of 0.0639. 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] |
| = | 0.0639 | |
| ER[a] | = | Expected return on investing in Johnson Opportunity |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Johnson Opportunity |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Johnson Opportunity Total Risk Alpha Peers Comparison
Johnson Total Risk Alpha Relative To Other Indicators
Johnson Opportunity S is rated
fifth overall fund in total risk alpha among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
83.44 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Johnson Opportunity S is roughly
83.44 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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