BRSP: BrightSpire Capital, Inc.
Performance
BRSP -25.30%
Watchlist
Select an item
Summary
BRSP at a glance
BRSP returned -25.30% over the past year and -8.94% a year over five years. Its worst drop in that year was -39.56%, smaller than 37% of stocks on Redstone, and its Sharpe ratio of -1.32 beats 3% of stocks on Redstone. It yields 18.71%.
Current Drawdown
-39.56%
Rolling Volatility
+1.75%
Actions
Metrics
Risk Indicators
Alpha-36.25%
Beta0.66x
Sharpe-1.32
Sortino-1.65
Omega0.80
Calmar-0.64
Martin-2.12
Comparisons