Venture Minerals Total Risk Alpha
| VTMLF Stock | | | USD 0.02 0.01 1,825% |
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Venture Minerals Limited has current Total Risk Alpha of 7.16. 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] |
| = | 7.16 | |
| ER[a] | = | Expected return on investing in Venture Minerals |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Venture Minerals |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Venture Minerals Total Risk Alpha Peers Comparison
Venture Total Risk Alpha Relative To Other Indicators
Venture Minerals Limited is rated
first in total risk alpha category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about
41.55 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Venture Minerals Limited is roughly
41.55 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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