Saint Jean Total Risk Alpha vs. Maximum Drawdown

SABE Stock  EUR 19.70  0.30  1.50%   
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Saint Jean Groupe has current Total Risk Alpha of (0.32). 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]

 = 
(0.32)
ER[a] = Expected return on investing in Saint Jean
ER[b] = Expected return on market index or selected benchmark
STD[a] =   Standard Deviation of returns on Saint Jean
STD[b] = Standard Deviation of selected market or benchmark
RFR = Risk Free Rate of return. Typically T-Bill Rate

Saint Jean Total Risk Alpha Peers Comparison

Saint Total Risk Alpha Relative To Other Indicators

Saint Jean Groupe is rated third in total risk alpha category among its peers. It is currently under evaluation in maximum drawdown category among its peers .
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
Compare Saint Jean to Peers

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