BV Delftsch Total Risk Alpha
| PORF Stock | | | EUR 14.50 1.00 7.41% |
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BV Delftsch Aardewerkfabriek has current Total Risk Alpha of 0.1037. 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] |
| = | 0.1037 | |
| ER[a] | = | Expected return on investing in BV Delftsch |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on BV Delftsch |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
BV Delftsch Total Risk Alpha Peers Comparison
PORF Total Risk Alpha Relative To Other Indicators
BV Delftsch Aardewerkfabriek 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
147.09 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for BV Delftsch Aardewerkfabriek is roughly
147.09 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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