CBOE — Cboe Global Markets Inc. | Redstone

CBOE — Cboe Global Markets Inc. | Redstone

Performance

CBOE +22.14%

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RETURNS	1D	YTD	1Y	5Y Ann.	Max DD	Sharpe
CBOE	+4.44%	+18.53%	+22.14%	+18.61%	-36.87%	0.62

Current Drawdown

-19.80%

Rolling Volatility

+2.49%

Actions

Metrics

Risk Indicators

Alpha25.88%

Beta-0.36x

Sharpe0.62

Sortino0.87

Omega1.12

Calmar0.60

Martin1.50

Comparisons

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