| 0P00008570 | | | 17.88 0.00 0.00% |
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Naranja 2030 Pp has current Total Risk Alpha of 0.0169. 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] |
| = | 0.0169 | |
| ER[a] | = | Expected return on investing in Naranja 2030 |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Naranja 2030 |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Naranja 2030 Total Risk Alpha Peers Comparison
Naranja Total Risk Alpha Relative To Other Indicators
Naranja 2030 Pp is
fifth largest fund in total risk alpha among similar funds. It is rated
below average in maximum drawdown among similar funds reporting about
88.95 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Naranja 2030 Pp is roughly
88.95 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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