Otter Creek Total Risk Alpha
| OCFS Etf | | | 28.28 0.00 0.00% |
Otter Creek total risk alpha lookup summarizes this and related technical indicators for Otter Creek Advisors. Coverage depends on data availability and normalization;
Equity Screeners provides additional screening context. Use
Your Equity Center to better understand diversified portfolio construction. Clearer exposure analysis supports long-term portfolio balance. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as
signals in price.
Otter Creek Advisors has current Total Risk Alpha of 0.0358. 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] |
| = | 0.0358 | |
| ER[a] | = | Expected return on investing in Otter Creek |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Otter Creek |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Otter Creek Total Risk Alpha Peers Comparison
Otter Total Risk Alpha Relative To Other Indicators
Otter Creek Advisors is rated
below average. in total risk alpha as compared to similar ETFs. It is currently under evaluation. in maximum drawdown as compared to similar ETFs reporting about
82.44 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Otter Creek Advisors is roughly
82.44 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
Build portfolios using Macroaxis predefined set of investing ideas. Many of Macroaxis investing ideas can easily outperform a given market. Ideas can also be optimized per your risk profile before portfolio origination is invoked. Macroaxis thematic optimization helps investors identify companies most likely to benefit from changes or shifts in various micro-economic or local macro-level trends. Originating optimal thematic portfolios involves aligning investors' personal views, ideas, and beliefs with their actual investments.