| CSH Etf | | | USD 25.63 0.00 0.00% |
Morgan Creek total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for Morgan Creek Capital 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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Morgan Creek Capital has current Total Risk Alpha of
(0.01). 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] |
| = | (0.01) | |
| ER[a] | = | Expected return on investing in Morgan Creek |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Morgan Creek |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Morgan Creek Total Risk Alpha Peers Comparison
Morgan Total Risk Alpha Relative To Other Indicators
Morgan Creek Capital is
third largest ETF in total risk alpha as compared to similar ETFs. It is currently under evaluation in maximum drawdown as compared to similar ETFs .
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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