Rathbone Brothers Total Risk Alpha
| RTBBFDelisted Stock | | | USD 25.61 0.00 0.00% |
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Rathbone Brothers Plc has current Total Risk Alpha of 0.037. 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] |
| = | 0.037 | |
| ER[a] | = | Expected return on investing in Rathbone Brothers |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Rathbone Brothers |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Rathbone Brothers Total Risk Alpha Peers Comparison
Rathbone Total Risk Alpha Relative To Other Indicators
Rathbone Brothers Plc is rated
second in total risk alpha category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about
443.49 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Rathbone Brothers Plc is roughly
443.49 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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