Schroders Investment Total Risk Alpha vs. Downside Variance
| ATR Stock | | | 490.00 2.00 0.41% |
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Schroders Investment Trusts has current Total Risk Alpha of 0.1123. 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] |
| = | 0.1123 | |
| ER[a] | = | Expected return on investing in Schroders Investment |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Schroders Investment |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Schroders Investment Total Risk Alpha Peers Comparison
Schroders Total Risk Alpha Relative To Other Indicators
Schroders Investment Trusts is number one stock in total risk alpha category among its peers. It is currently under evaluation in downside variance category among its peers reporting about
5.63 of Downside Variance per Total Risk Alpha. The ratio of Downside Variance to Total Risk Alpha for Schroders Investment Trusts is roughly
5.63 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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