RFG Holdings Total Risk Alpha
| RFG Stock | | | 2,595 30.00 1.17% |
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RFG Holdings has current Total Risk Alpha of 0.067. 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] |
| = | 0.067 | |
| ER[a] | = | Expected return on investing in RFG Holdings |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on RFG Holdings |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
RFG Holdings Total Risk Alpha Peers Comparison
RFG Total Risk Alpha Relative To Other Indicators
RFG Holdings is rated
third in total risk alpha category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about
111.09 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for RFG Holdings is roughly
111.09 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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