Bank of America Risk Adjusted Performance
BAC-PK Preferred Stock | USD 25.04 0.02 0.08% |
Bank |
| = | 0.0638 |
ER[a] | = | Expected return on investing in Bank of America |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
Bank of America Risk Adjusted Performance Peers Comparison
Bank Risk Adjusted Performance Relative To Other Indicators
Bank of America is rated fifth in risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about 22.52 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Bank of America is roughly 22.52
Risk Adjusted Performance |
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Bank of America Technical Signals
All Bank of America Technical Indicators
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Statistic Functions | ||
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Risk Adjusted Performance | 0.0638 | |||
Market Risk Adjusted Performance | 2.22 | |||
Mean Deviation | 0.2217 | |||
Semi Deviation | 0.2361 | |||
Downside Deviation | 0.3132 | |||
Coefficient Of Variation | 956.11 | |||
Standard Deviation | 0.2903 | |||
Variance | 0.0843 | |||
Information Ratio | (0.35) | |||
Jensen Alpha | 0.0193 | |||
Total Risk Alpha | (0.03) | |||
Sortino Ratio | (0.32) | |||
Treynor Ratio | 2.21 | |||
Maximum Drawdown | 1.44 | |||
Value At Risk | (0.48) | |||
Potential Upside | 0.4457 | |||
Downside Variance | 0.0981 | |||
Semi Variance | 0.0557 | |||
Expected Short fall | (0.22) | |||
Skewness | 0.0116 | |||
Kurtosis | 0.2543 |