| PEN Stock | | | 218.00 0.80 0.37% |
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Peninsula Group has current Total Risk Alpha of 0.437. 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] |
| = | 0.437 | |
| ER[a] | = | Expected return on investing in Peninsula |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Peninsula |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Peninsula Total Risk Alpha Peers Comparison
Peninsula Total Risk Alpha Relative To Other Indicators
Peninsula Group is regarded
second in total risk alpha category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about
19.29 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Peninsula Group is roughly
19.29 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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