| TRXB11 Fund | | | BRL 118.00 0.01 0.01% |
Trx Real total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for Trx Real Estate 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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Trx Real Estate has current Total Risk Alpha of 0.6214. 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] |
| = | 0.6214 | |
| ER[a] | = | Expected return on investing in Trx Real |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Trx Real |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Trx Real Total Risk Alpha Peers Comparison
Trx Total Risk Alpha Relative To Other Indicators
Trx Real Estate is rated
fifth largest fund in total risk alpha among similar funds. It is rated
third largest fund in maximum drawdown among similar funds reporting about
43.25 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Trx Real Estate is roughly
43.25 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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