| KHLN0000 | | | 18.80 0.30 1.62% |
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John Keells Hotels has current Total Risk Alpha of 0.1114. 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] |
| = | 0.1114 | |
| ER[a] | = | Expected return on investing in John Keells |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on John Keells |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
John Keells Total Risk Alpha Peers Comparison
John Total Risk Alpha Relative To Other Indicators
John Keells Hotels is rated
fifth overall in total risk alpha category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about
77.78 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for John Keells Hotels is roughly
77.78 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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