Winners Total Risk Alpha
| WNRS Stock | | | USD 0 0.0002 11.11% |
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Winners has current Total Risk Alpha of 0.6651. 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] |
| = | 0.6651 | |
| ER[a] | = | Expected return on investing in Winners |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Winners |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Winners Total Risk Alpha Peers Comparison
Winners Total Risk Alpha Relative To Other Indicators
Winners is rated
third in total risk alpha category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about
376.85 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Winners is roughly
376.85 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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