Wintrust Financial Risk Adjusted Performance

WTFCM Preferred Stock

USD 25.19 0.01 0.04%

Wintrust Financial risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for Wintrust Financial Corp or any other equities. You can select from a set of available technical indicators by clicking on the link to the right. Please note, not all equities are covered by this module due to inconsistencies in global equity categorizations and data normalization technicques. Please check also Equity Screeners to view more equity screening tools

Wintrust Financial Corp has current Risk Adjusted Performance of 0.0678.

RAP

(ER[a] - RFR) * STD[b])/STD[b]

RFR

0.0678

ER[a]	=	Expected return on investing in Wintrust Financial
RFR	=	Risk Free Rate of return. Typically T-Bill Rate
STD[b]	=	Standard Deviation of selected market or benchmark.

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Wintrust Financial Risk Adjusted Performance Peers Comparison

Wintrust Risk Adjusted Performance Relative To Other Indicators

Wintrust Financial Corp is rated first in risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about 24.15 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Wintrust Financial Corp is roughly 24.15

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Wintrust Financial Technical Signals

All Wintrust Financial Technical Indicators

	Cycle Indicators
	Math Operators
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	Risk Adjusted Performance	0.0678
	Market Risk Adjusted Performance	0.7124
	Mean Deviation	0.189
	Semi Deviation	0.1131
	Downside Deviation	0.2599
	Coefficient Of Variation	862.32
	Standard Deviation	0.2758
	Variance	0.0761
	Information Ratio	(0.25)
	Jensen Alpha	0.0192
	Total Risk Alpha	(0.01)
	Sortino Ratio	(0.26)
	Treynor Ratio	0.7024
	Maximum Drawdown	1.64
	Value At Risk	(0.32)
	Potential Upside	0.5952
	Downside Variance	0.0675
	Semi Variance	0.0128
	Expected Short fall	(0.25)
	Skewness	0.6356
	Kurtosis	2.15

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