| MNKS Stock | | | 1,274 10.00 0.78% |
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Monks Investment Trust has current Total Risk Alpha of 0.0077. 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] |
| = | 0.0077 | |
| ER[a] | = | Expected return on investing in Monks Investment |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Monks Investment |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Monks Investment Total Risk Alpha Peers Comparison
Monks Total Risk Alpha Relative To Other Indicators
Monks Investment Trust is considered to be 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
525.52 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Monks Investment Trust is roughly
525.52 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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