CIM: Chimera Investment Corp.
Performance
CIM -23.92%
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Summary
CIM at a glance
CIM returned -23.92% over the past year and -19.90% a year over five years. Its worst drop in that year was -37.04%, smaller than 42% of stocks on Redstone, and its Sharpe ratio of -1.07 beats 4% of stocks on Redstone. It yields 20.72%.
Current Drawdown
-35.64%
Rolling Volatility
+1.71%
Actions
Metrics
Risk Indicators
Alpha-34.01%
Beta0.70x
Sharpe-1.07
Sortino-1.38
Omega0.83
Calmar-0.65
Martin-2.28
Comparisons