KEFI Gold Total Risk Alpha
| KFFLF Stock | | | USD 0.03 0.00 0.00% |
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KEFI Gold and has current Total Risk Alpha of 0.5247. 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] |
| = | 0.5247 | |
| ER[a] | = | Expected return on investing in KEFI Gold |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on KEFI Gold |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
KEFI Gold Total Risk Alpha Peers Comparison
KEFI Total Risk Alpha Relative To Other Indicators
KEFI Gold and 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
127.80 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for KEFI Gold and is roughly
127.80 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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