Bridgewater Bancshares Risk Adjusted Performance
BWB Stock | USD 16.49 0.22 1.35% |
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| = | 0.2221 |
ER[a] | = | Expected return on investing in Bridgewater Bancshares |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
Bridgewater Bancshares Risk Adjusted Performance Peers Comparison
Bridgewater Risk Adjusted Performance Relative To Other Indicators
Bridgewater Bancshares is rated fourth in risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about 40.67 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Bridgewater Bancshares is roughly 40.67
Risk Adjusted Performance |
Compare Bridgewater Bancshares to Peers |
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Bridgewater Bancshares Technical Signals
All Bridgewater Bancshares Technical Indicators
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Statistic Functions | ||
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Risk Adjusted Performance | 0.2221 | |||
Market Risk Adjusted Performance | (1.14) | |||
Mean Deviation | 1.45 | |||
Semi Deviation | 1.41 | |||
Downside Deviation | 1.83 | |||
Coefficient Of Variation | 430.47 | |||
Standard Deviation | 1.93 | |||
Variance | 3.71 | |||
Information Ratio | 0.1592 | |||
Jensen Alpha | 0.4871 | |||
Total Risk Alpha | 0.1677 | |||
Sortino Ratio | 0.1675 | |||
Treynor Ratio | (1.15) | |||
Maximum Drawdown | 9.03 | |||
Value At Risk | (2.69) | |||
Potential Upside | 4.2 | |||
Downside Variance | 3.35 | |||
Semi Variance | 2.0 | |||
Expected Short fall | (1.69) | |||
Skewness | 0.0984 | |||
Kurtosis | 0.6814 |