| OWSCX Fund | | | USD 19.23 0.01 0.05% |
1ws Credit total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for 1ws Credit Income 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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1ws Credit Income has current Total Risk Alpha of 0.0313. 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] |
| = | 0.0313 | |
| ER[a] | = | Expected return on investing in 1ws Credit |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on 1ws Credit |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
1ws Credit Total Risk Alpha Peers Comparison
1ws Total Risk Alpha Relative To Other Indicators
1ws Credit Income is number one fund in total risk alpha among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
14.98 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for 1ws Credit Income is roughly
14.98 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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