| LRDJF Stock | | | USD 0.07 0 1.32% |
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St James Gold has current Total Risk Alpha of 0.4171. 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] |
| = | 0.4171 | |
| ER[a] | = | Expected return on investing in St James |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on St James |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
St James Total Risk Alpha Peers Comparison
LRDJF Total Risk Alpha Relative To Other Indicators
St James Gold is currently regarded as number one stock in total risk alpha category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about
247.07 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for St James Gold is roughly
247.07 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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