Infrastrutture Wireless Total Risk Alpha vs. Maximum Drawdown

WI8 Stock  EUR 9.65  0.01  0.10%   
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Infrastrutture Wireless Italiane has current Total Risk Alpha of (0.32). 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]

 = 
(0.32)
ER[a] = Expected return on investing in Infrastrutture Wireless
ER[b] = Expected return on market index or selected benchmark
STD[a] =   Standard Deviation of returns on Infrastrutture Wireless
STD[b] = Standard Deviation of selected market or benchmark
RFR = Risk Free Rate of return. Typically T-Bill Rate

Infrastrutture Wireless Total Risk Alpha Peers Comparison

Infrastrutture Total Risk Alpha Relative To Other Indicators

Infrastrutture Wireless Italiane is rated below average in total risk alpha category among its peers. It is currently under evaluation in maximum drawdown category among its peers .
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
Compare Infrastrutture Wireless to Peers

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