First Robinson Total Risk Alpha

FRFC Stock  USD 41.02  0.00  0.00%   
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First Robinson Financial has current Total Risk Alpha of 0.2456. 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]

 = 
0.2456
ER[a] = Expected return on investing in First Robinson
ER[b] = Expected return on market index or selected benchmark
STD[a] =   Standard Deviation of returns on First Robinson
STD[b] = Standard Deviation of selected market or benchmark
RFR = Risk Free Rate of return. Typically T-Bill Rate

First Robinson Total Risk Alpha Peers Comparison

First Total Risk Alpha Relative To Other Indicators

First Robinson Financial is rated # 4 in total risk alpha category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about  73.57  of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for First Robinson Financial is roughly  73.57 
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
Compare First Robinson to Peers

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