ASGN Incorporated Total Risk Alpha vs. Maximum Drawdown

OA2 Stock  EUR 80.00  1.50  1.84%   
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ASGN Incorporated has current Total Risk Alpha of (0.16). 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]

 = 
(0.16)
ER[a] = Expected return on investing in ASGN Incorporated
ER[b] = Expected return on market index or selected benchmark
STD[a] =   Standard Deviation of returns on ASGN Incorporated
STD[b] = Standard Deviation of selected market or benchmark
RFR = Risk Free Rate of return. Typically T-Bill Rate

ASGN Incorporated Total Risk Alpha Peers Comparison

ASGN Total Risk Alpha Relative To Other Indicators

ASGN Incorporated is regarded third in total risk alpha category among its peers. It is regarded third in maximum drawdown category among its peers .
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
Compare ASGN Incorporated to Peers

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