FUXING CHINA Total Risk Alpha
| 3FU1 Stock | | | EUR 0.29 0.00 0.00% |
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FUXING CHINA GRP has current Total Risk Alpha of 0.7569. 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] |
| = | 0.7569 | |
| ER[a] | = | Expected return on investing in FUXING CHINA |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on FUXING CHINA |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
FUXING CHINA Total Risk Alpha Peers Comparison
FUXING Total Risk Alpha Relative To Other Indicators
FUXING CHINA GRP is number one stock in total risk alpha category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about
98.70 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for FUXING CHINA GRP is roughly
98.70 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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