Performance Trust Total Risk Alpha
| PTIAX Fund | | | USD 20.05 0.02 0.1% |
Performance Trust total risk alpha lookup summarizes this and related technical indicators for Performance Trust Strategic. Coverage varies by data normalization and availability; see
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Performance Trust Strategic has current Total Risk Alpha of 1.0E-4. 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] |
| = | 1.0E-4 | |
| ER[a] | = | Expected return on investing in Performance Trust |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Performance Trust |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Performance Trust Total Risk Alpha Peers Comparison
Performance Total Risk Alpha Relative To Other Indicators
Performance Trust Strategic maintains a
fourth in Total Risk Alpha in total risk alpha among similar funds. It is currently under evaluation. in maximum drawdown among similar funds reporting about
9,941 of Maximum Drawdown per Total Risk Alpha.
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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