## Bridgeway Blue Jensen Alpha |
BR |

BRLIX -- USA Fund | ## USD 15.34 0.07 0.46% |

Symbol |

| = | (0.01982) |

ER[a] | = | Expected return on investing in Bridgeway Blue |

ER[b] | = | Expected return on market index or selected benchmark |

BETA | = | Beta coefficient between Bridgeway Blue and the market |

RFR | = | Risk Free Rate of return. Typically T-Bill Rate |

## Jensen Alpha Comparison

Jensen alpha is the difference between the return of the portfolio, and what the portfolio should theoretically have earned. Any portfolio can be expected to earn the risk free rate (RF), plus the market risk premium (which is given by [Beta x (Market Portfolio Return - Risk Free Rate)]. Anything remaining over and above is alpha.

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## Thematic Opportunities

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## Bridgeway Blue Technical Signals

### All Bridgeway Blue 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 | 0.0049 | ||

Market Risk Adjusted Performance | (0.30) | ||

Mean Deviation | 0.5272 | ||

Coefficient Of Variation | (30,750) | ||

Standard Deviation | 1.34 | ||

Variance | 1.8 | ||

Information Ratio | (0.1) | ||

Jensen Alpha | (0.01982) | ||

Total Risk Alpha | (0.34) | ||

Treynor Ratio | (0.31) | ||

Maximum Drawdown | 11.23 | ||

Value At Risk | (0.73) | ||

Potential Upside | 0.8642 | ||

Skewness | (6.64) | ||

Kurtosis | 50.06 |