| LIV Stock | | | 69.50 0.50 0.71% |
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Livermore Investments Group has current Total Risk Alpha of 0.573. 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] |
| = | 0.573 | |
| ER[a] | = | Expected return on investing in Livermore Investments |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Livermore Investments |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Livermore Investments Total Risk Alpha Peers Comparison
Livermore Total Risk Alpha Relative To Other Indicators
Livermore Investments Group is rated
second overall in total risk alpha category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about
32.69 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Livermore Investments Group is roughly
32.69 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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