Nawi Brothers Total Risk Alpha
| NAWI Stock | | | ILS 5,470 10.00 0.18% |
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Nawi Brothers Group has current Total Risk Alpha of 0.0826. 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] |
| = | 0.0826 | |
| ER[a] | = | Expected return on investing in Nawi Brothers |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Nawi Brothers |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Nawi Brothers Total Risk Alpha Peers Comparison
Nawi Total Risk Alpha Relative To Other Indicators
Nawi Brothers Group is rated
below average in total risk alpha category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about
118.31 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Nawi Brothers Group is roughly
118.31 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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