Quantgate Systems total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for Quantgate Systems or any other equities. You can select from a set of available technical indicators by clicking on the link to the right. Please note, not all equities are covered by this module due to inconsistencies in global equity categorizations and data normalization technicques. Please check also Equity Screeners to view more equity screening tools
Quantgate
Quantgate Systems has current Total Risk Alpha of 2.15. 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]
=
2.15
ER[a]
=
Expected return on investing in Quantgate Systems
ER[b]
=
Expected return on market index or selected benchmark
Quantgate Systems Total Risk Alpha Peers Comparison
Quantgate Total Risk Alpha Relative To Other Indicators
Quantgate Systems 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 46.72 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Quantgate Systems is roughly 46.72
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