| KIVO11 Fund | | | 68.70 0.90 1.33% |
KILIMA VOLKANO total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for KILIMA VOLKANO RECEBVEIS 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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KILIMA VOLKANO RECEBVEIS has current Total Risk Alpha of 0.4088. 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] |
| = | 0.4088 | |
| ER[a] | = | Expected return on investing in KILIMA VOLKANO |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on KILIMA VOLKANO |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
KILIMA VOLKANO Total Risk Alpha Peers Comparison
KILIMA Total Risk Alpha Relative To Other Indicators
KILIMA VOLKANO RECEBVEIS is rated
second overall fund in total risk alpha among similar funds. It is rated
fourth overall fund in maximum drawdown among similar funds reporting about
23.43 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for KILIMA VOLKANO RECEBVEIS is roughly
23.43 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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