Windfall Geotek Total Risk Alpha
| WINKF Stock | | | USD 0.04 0.0002 0.53% |
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Windfall Geotek has current Total Risk Alpha of 0.7274. 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] |
| = | 0.7274 | |
| ER[a] | = | Expected return on investing in Windfall Geotek |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Windfall Geotek |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Windfall Geotek Total Risk Alpha Peers Comparison
Windfall Total Risk Alpha Relative To Other Indicators
Windfall Geotek 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
119.70 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Windfall Geotek is roughly
119.70 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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