On Beach Total Risk Alpha
| OOBHFDelisted Stock | | | USD 4.10 0.00 0.00% |
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On The Beach has current Total Risk Alpha of 0.1361. 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] |
| = | 0.1361 | |
| ER[a] | = | Expected return on investing in On Beach |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on On Beach |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
On Beach Total Risk Alpha Peers Comparison
OOBHF Total Risk Alpha Relative To Other Indicators
On The Beach is regarded
second in total risk alpha category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about
360.70 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for On The Beach is roughly
360.70 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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