AGI Greenpac Total Risk Alpha

AGI Stock   1,224  26.95  2.15%   
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AGI Greenpac Limited has current Total Risk Alpha of 0.0502. 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]

 = 
0.0502
ER[a] = Expected return on investing in AGI Greenpac
ER[b] = Expected return on market index or selected benchmark
STD[a] =   Standard Deviation of returns on AGI Greenpac
STD[b] = Standard Deviation of selected market or benchmark
RFR = Risk Free Rate of return. Typically T-Bill Rate

AGI Greenpac Total Risk Alpha Peers Comparison

AGI Total Risk Alpha Relative To Other Indicators

AGI Greenpac Limited is rated second in total risk alpha category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about  311.40  of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for AGI Greenpac Limited is roughly  311.40 
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
Compare AGI Greenpac to Peers

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