Panorama Properties Total Risk Alpha
| PNPR11 Fund | | | 48.00 0.00 0.00% |
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Panorama Properties Fundo has current Total Risk Alpha of 0. 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 | |
| ER[a] | = | Expected return on investing in Panorama Properties |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Panorama Properties |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Panorama Properties Total Risk Alpha Peers Comparison
Panorama Total Risk Alpha Relative To Other Indicators
Panorama Properties Fundo is rated
below average in total risk alpha among similar funds. It is rated
below average in maximum drawdown among similar funds .
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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