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Bridge Investment Group Holdings Inc

BRDG
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9.600USD
0.0000.00%
Close 07/02, 13:00ETQuotes delayed by 15 min
447.08MMarket Cap
LossP/E TTM

Risk Assessment

Currency: USD Updated:
Previous score
0.00
Change
0
Beta vs S&P 500 index
1.42
VaR
--
240-Day Maximum Drawdown
+35.83%
240-Day Volatility
+52.14%

Return

Best Daily Return
60 days
+4.67%
120 days
+16.80%
5 years
--
Worst Daily Return
60 days
-4.79%
120 days
-12.60%
5 years
--
Sharpe Ratio
60 days
+0.68
120 days
+0.43
5 years
--

Risk Assessment

Maximum Drawdown
240 days
+35.83%
3 years
+61.38%
5 years
--
Return-to-Drawdown Ratio
240 days
+0.19
3 years
-0.19
5 years
--
Skewness
240 days
+3.59
3 years
+1.87
5 years
--

Volatility

Realised Volatility
240 days
+52.14%
5 years
--
Standardised True Range
240 days
+3.59%
5 years
--
Downside Risk-Adjusted Return
120 days
+55.27%
240 days
+55.27%
Maximum Daily Upside Volatility
60 days
+24.25%
Maximum Daily Downside Volatility
60 days
+25.06%

Liquidity

Average Turnover Rate
60 days
+1.27%
120 days
+1.03%
5 years
--
Turnover Deviation
20 days
+98.00%
60 days
+55.65%
120 days
+26.61%