Berner Kantonalbank Risk Adjusted Performance
0QM2 Stock | 243.00 1.00 0.41% |
Berner |
| = | 0.0772 |
ER[a] | = | Expected return on investing in Berner Kantonalbank |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
Berner Kantonalbank Risk Adjusted Performance Peers Comparison
Berner Risk Adjusted Performance Relative To Other Indicators
Berner Kantonalbank AG is rated second in risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about 39.11 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Berner Kantonalbank AG is roughly 39.11
Risk Adjusted Performance |
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Berner Kantonalbank Technical Signals
All Berner Kantonalbank Technical Indicators
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Risk Adjusted Performance | 0.0772 | |||
Market Risk Adjusted Performance | 0.2868 | |||
Mean Deviation | 0.428 | |||
Semi Deviation | 0.4443 | |||
Downside Deviation | 0.88 | |||
Coefficient Of Variation | 1043.89 | |||
Standard Deviation | 0.6193 | |||
Variance | 0.3835 | |||
Information Ratio | 0.0369 | |||
Jensen Alpha | 0.0446 | |||
Total Risk Alpha | 0.0299 | |||
Sortino Ratio | 0.026 | |||
Treynor Ratio | 0.2768 | |||
Maximum Drawdown | 3.02 | |||
Value At Risk | (0.86) | |||
Potential Upside | 1.3 | |||
Downside Variance | 0.7744 | |||
Semi Variance | 0.1974 | |||
Expected Short fall | (0.67) | |||
Skewness | 0.0031 | |||
Kurtosis | 1.03 |