CHGCY: Chugai Pharmaceutical Co., Ltd.
Performance
CHGCY -5.41%
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Summary
CHGCY at a glance
CHGCY returned -5.41% over the past year. Its worst drop in that year was -43.23%, smaller than 32% of stocks on Redstone, and its Sharpe ratio of -0.04 beats 26% of stocks on Redstone.
Current Drawdown
-31.84%
Rolling Volatility
37.15%
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Metrics
Risk Indicators
Alpha-8.26%
Beta0.68x
Sharpe-0.04
Sortino-0.06
Omega0.99
Calmar-0.13
Martin-0.06
Profile
About CHGCY
- Sector
- Health Care
Comparisons