Croghan Bancshares Risk Adjusted Performance
CHBH Stock | USD 49.90 0.00 0.00% |
Croghan |
| = | 0.0566 |
ER[a] | = | Expected return on investing in Croghan Bancshares |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
Croghan Bancshares Risk Adjusted Performance Peers Comparison
Croghan Risk Adjusted Performance Relative To Other Indicators
Croghan 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 103.15 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Croghan Bancshares is roughly 103.15
Risk Adjusted Performance |
Compare Croghan Bancshares to Peers |
Thematic Opportunities
Explore Investment Opportunities
Croghan Bancshares Technical Signals
All Croghan Bancshares Technical Indicators
Cycle Indicators | ||
Math Operators | ||
Math Transform | ||
Momentum Indicators | ||
Overlap Studies | ||
Pattern Recognition | ||
Price Transform | ||
Statistic Functions | ||
Volatility Indicators | ||
Volume Indicators |
Risk Adjusted Performance | 0.0566 | |||
Market Risk Adjusted Performance | 0.4293 | |||
Mean Deviation | 0.6947 | |||
Semi Deviation | 0.9102 | |||
Downside Deviation | 1.67 | |||
Coefficient Of Variation | 1427.08 | |||
Standard Deviation | 1.1 | |||
Variance | 1.21 | |||
Information Ratio | (0.04) | |||
Jensen Alpha | 0.0487 | |||
Total Risk Alpha | (0.1) | |||
Sortino Ratio | (0.03) | |||
Treynor Ratio | 0.4193 | |||
Maximum Drawdown | 5.84 | |||
Value At Risk | (1.99) | |||
Potential Upside | 1.39 | |||
Downside Variance | 2.79 | |||
Semi Variance | 0.8284 | |||
Expected Short fall | (1.05) | |||
Skewness | (0.27) | |||
Kurtosis | 2.52 |