CREDIT SUISSE Total Risk Alpha
| CSOAX Fund | | | USD 9.16 -0.03 -0.33% |
CREDIT SUISSE total risk alpha lookup summarizes this and related technical indicators for Credit Suisse Strategic. Coverage varies by data normalization and availability; see
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Credit Suisse Strategic has current Total Risk Alpha of
-0.02. 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] |
| = | -0.02 | |
| ER[a] | = | Expected return on investing in CREDIT SUISSE |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on CREDIT SUISSE |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
CREDIT SUISSE Total Risk Alpha Peers Comparison
CREDIT Total Risk Alpha Relative To Other Indicators
Credit Suisse Strategic is rated
below average in total risk alpha among similar funds. It is currently under evaluation in maximum drawdown among similar funds .
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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