Annaly Capital Total Risk Alpha

NLY-PF Preferred Stock  USD 25.58  0.02  0.08%   
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Annaly Capital Management has current Total Risk Alpha of 0.0049. 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]

 = 
0.0049
ER[a] = Expected return on investing in Annaly Capital
ER[b] = Expected return on market index or selected benchmark
STD[a] =   Standard Deviation of returns on Annaly Capital
STD[b] = Standard Deviation of selected market or benchmark
RFR = Risk Free Rate of return. Typically T-Bill Rate

Annaly Capital Total Risk Alpha Peers Comparison

Annaly Total Risk Alpha Relative To Other Indicators

Annaly Capital Management is regarded second in total risk alpha category among related companies. It is currently under evaluation in maximum drawdown category among related companies reporting about  283.96  of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Annaly Capital Management is roughly  283.96 
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
Compare Annaly Capital to Peers

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