Bridgeway Blue Total Risk Alpha 
BRLIX  USA Fund  USD 16.34 0.14 0.86% 
Symbol 
 =  0.0237 
ER[a]  =  Expected return on investing in Bridgeway Blue 
ER[b]  =  Expected return on market index or selected benchmark 
STD[a]  =  Standard Deviation of returns on Bridgeway Blue 
STD[b]  =  Standard Deviation of selected market or benchmark 
RFR  =  Risk Free Rate of return. Typically TBill Rate 
Total Risk Alpha Comparison
Bridgeway Blue Chip Fund is fifth largest fund in total risk alpha among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about 128.49 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Bridgeway Blue Chip Fund is roughly 128.49
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF, or fund.Total Risk Alpha 

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Bridgeway Blue Technical Signals
All Bridgeway Blue Technical Indicators
Cycle Indicators  
Math Operators  
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Pattern Recognition  
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Volume Indicators 
Risk Adjusted Performance  0.076  
Market Risk Adjusted Performance  1.41  
Mean Deviation  0.4829  
Semi Deviation  0.5429  
Downside Deviation  0.7642  
Coefficient Of Variation  803.07  
Standard Deviation  0.6514  
Variance  0.4243  
Information Ratio  0.0416  
Jensen Alpha  0.0689  
Total Risk Alpha  0.0237  
Sortino Ratio  0.0354  
Treynor Ratio  1.4  
Maximum Drawdown  3.05  
Value At Risk  (1.18)  
Potential Upside  1.06  
Downside Variance  0.5841  
Semi Variance  0.2948  
Expected Short fall  (0.55)  
Skewness  (0.47)  
Kurtosis  0.7856 
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