SIMON Total Risk Alpha
| 828807DH7 | | | 66.65 1.42 2.18% |
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SIMON PROPERTY GROUP has current Total Risk Alpha of 0.2013. 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] |
| = | 0.2013 | |
| ER[a] | = | Expected return on investing in SIMON |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on SIMON |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
SIMON Total Risk Alpha Peers Comparison
SIMON Total Risk Alpha Relative To Other Indicators
SIMON PROPERTY GROUP cannot be rated in Total Risk Alpha at this point. It cannot be rated in Maximum Drawdown at this point. reporting about
109.91 of Maximum Drawdown per Total Risk Alpha. At
109.91 , SIMON PROPERTY GROUP's Maximum Drawdown-to-Total Risk Alpha multiple reflects the spread between these metrics
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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