| PE1 Stock | | | 1.27 0.07 5.83% |
Pengana Private total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for Pengana Private Equity 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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Pengana Private Equity has current Total Risk Alpha of 0.3126. 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] |
| = | 0.3126 | |
| ER[a] | = | Expected return on investing in Pengana Private |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Pengana Private |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Pengana Private Total Risk Alpha Peers Comparison
Pengana Total Risk Alpha Relative To Other Indicators
Pengana Private Equity 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
49.09 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Pengana Private Equity is roughly
49.09 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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