Panca Anugrah Total Risk Alpha

MGLV Stock   89.00  9.00  9.18%   
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Panca Anugrah Wisesa has current Total Risk Alpha of 0.0991. 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]

 = 
0.0991
ER[a] = Expected return on investing in Panca Anugrah
ER[b] = Expected return on market index or selected benchmark
STD[a] =   Standard Deviation of returns on Panca Anugrah
STD[b] = Standard Deviation of selected market or benchmark
RFR = Risk Free Rate of return. Typically T-Bill Rate

Panca Anugrah Total Risk Alpha Peers Comparison

Panca Total Risk Alpha Relative To Other Indicators

Panca Anugrah Wisesa is regarded second in total risk alpha category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about  144.18  of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Panca Anugrah Wisesa is roughly  144.18 
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
Compare Panca Anugrah to Peers

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