Julius Baer Total Risk Alpha

BAER Stock  CHF 57.92  0.04  0.07%   
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Julius Baer Gruppe has current Total Risk Alpha of 0.0845. 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]

 = 
0.0845
ER[a] = Expected return on investing in Julius Baer
ER[b] = Expected return on market index or selected benchmark
STD[a] =   Standard Deviation of returns on Julius Baer
STD[b] = Standard Deviation of selected market or benchmark
RFR = Risk Free Rate of return. Typically T-Bill Rate

Julius Baer Total Risk Alpha Peers Comparison

Julius Total Risk Alpha Relative To Other Indicators

Julius Baer Gruppe is number one stock in total risk alpha category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about  90.46  of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Julius Baer Gruppe is roughly  90.46 
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
Compare Julius Baer to Peers

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