THE INITIATES Total Risk Alpha
| TIP Stock | | | 19.50 0.60 3.17% |
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THE INITIATES PLC has current Total Risk Alpha of 0.47. 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] |
| = | 0.47 | |
| ER[a] | = | Expected return on investing in THE INITIATES |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on THE INITIATES |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
THE INITIATES Total Risk Alpha Peers Comparison
THE Total Risk Alpha Relative To Other Indicators
THE INITIATES PLC is rated
fourth in total risk alpha category among its peers. It is rated
below average in maximum drawdown category among its peers reporting about
41.49 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for THE INITIATES PLC is roughly
41.49 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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