TSRC Corp Total Risk Alpha vs. Maximum Drawdown

2103 Stock  TWD 20.20  0.50  2.42%   
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TSRC Corp has current Total Risk Alpha of (0.23). 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]

 = 
(0.23)
ER[a] = Expected return on investing in TSRC Corp
ER[b] = Expected return on market index or selected benchmark
STD[a] =   Standard Deviation of returns on TSRC Corp
STD[b] = Standard Deviation of selected market or benchmark
RFR = Risk Free Rate of return. Typically T-Bill Rate

TSRC Corp Total Risk Alpha Peers Comparison

TSRC Total Risk Alpha Relative To Other Indicators

TSRC Corp is rated third in total risk alpha category among its peers. It is currently under evaluation in maximum drawdown category among its peers .
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
Compare TSRC Corp to Peers

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