| JPPC11 Fund | | | BRL 200.00 0.00 0.00% |
JPP CAPITAL total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for JPP CAPITAL FDO 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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JPP CAPITAL FDO has current Total Risk Alpha of 1.82. 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] |
| = | 1.82 | |
| ER[a] | = | Expected return on investing in JPP CAPITAL |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on JPP CAPITAL |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
JPP CAPITAL Total Risk Alpha Peers Comparison
JPP Total Risk Alpha Relative To Other Indicators
JPP CAPITAL FDO is rated
second overall fund in total risk alpha among similar funds. It is currently considered the top fund in maximum drawdown among similar funds reporting about
60.80 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for JPP CAPITAL FDO is roughly
60.80 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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