| 0P0001FAU5 | | | CAD 17.64 0.08 0.46% |
TD Comfort total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for TD Comfort Aggressive or any other equities. You can select from a set of available technical indicators by clicking on the link to the right. Please note, not all equities are covered by this module due to inconsistencies in global equity categorizations and data normalization technicques. Please check also
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TD Comfort Aggressive has current Total Risk Alpha of 0.009. 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] |
| = | 0.009 | |
| ER[a] | = | Expected return on investing in TD Comfort |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on TD Comfort |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
TD Comfort Total Risk Alpha Peers Comparison
0P0001FAU5 Total Risk Alpha Relative To Other Indicators
TD Comfort Aggressive is the top fund in total risk alpha among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
285.29 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for TD Comfort Aggressive is roughly
285.29 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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