DUK: Duke Energy Corporation
Performance
DUK -6.31%
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Current Drawdown
-12.45%
Rolling Volatility
+0.76%
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Metrics
Risk Indicators
Alpha-6.83%
Beta-0.28x
Sharpe-0.61
Sortino-0.82
Omega0.91
Calmar-0.42
Martin-1.39
Comparisons