OC Oerlikon Total Risk Alpha
| OERLF Stock | | | USD 4.03 0.43 11.94% |
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OC Oerlikon has current Total Risk Alpha of 0.0302. 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] |
| = | 0.0302 | |
| ER[a] | = | Expected return on investing in OC Oerlikon |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on OC Oerlikon |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
OC Oerlikon Total Risk Alpha Peers Comparison
OERLF Total Risk Alpha Relative To Other Indicators
OC Oerlikon is regarded
fourth in total risk alpha category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about
395.51 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for OC Oerlikon is roughly
395.51 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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