Momentum Total Risk Alpha
| MMT Crypto | | | USD 0.23 0.01 4.55% |
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Momentum has current Total Risk Alpha of 27.55. 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] |
| = | 27.55 | |
| ER[a] | = | Expected return on investing in Momentum |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Momentum |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Momentum Total Risk Alpha Peers Comparison
Momentum Total Risk Alpha Relative To Other Indicators
Momentum cannot be rated in Total Risk Alpha category at this point. It cannot be rated in Maximum Drawdown category at this point. reporting about
39.22 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Momentum is roughly
39.22 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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