| NCRI11 Fund | | | 8.40 0.14 1.69% |
NAVI CRDITO total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for NAVI CRDITO IMOBILIRIO 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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NAVI CRDITO IMOBILIRIO has current Total Risk Alpha of
(0.45). 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] |
| = | (0.45) | |
| ER[a] | = | Expected return on investing in NAVI CRDITO |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on NAVI CRDITO |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
NAVI CRDITO Total Risk Alpha Peers Comparison
NAVI Total Risk Alpha Relative To Other Indicators
NAVI CRDITO IMOBILIRIO is rated
below average in total risk alpha among similar funds. It is regarded
second largest fund in maximum drawdown among similar funds .
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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