PTT Public Total Risk Alpha
| PUTRF Stock | | | USD 1.05 0.00 0.00% |
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PTT Public has current Total Risk Alpha of 0.3197. 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] |
| = | 0.3197 | |
| ER[a] | = | Expected return on investing in PTT Public |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on PTT Public |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
PTT Public Total Risk Alpha Peers Comparison
PTT Total Risk Alpha Relative To Other Indicators
PTT Public maintains a
fifth in Total Risk Alpha in total risk alpha category among its top compatitors. It is currently under evaluation. in maximum drawdown category among its top compatitors reporting about
69.11 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for PTT Public is roughly
69.11 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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