EFC: Ellington Financial Inc.
Performance
EFC -2.96%
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Summary
EFC at a glance
EFC returned -2.96% over the past year and +3.30% a year over five years. Its worst drop in that year was -17.71%, smaller than 84% of stocks on Redstone, and its Sharpe ratio of -0.33 beats 20% of stocks on Redstone. It yields 14.81%.
Current Drawdown
-14.12%
Rolling Volatility
+1.22%
Actions
Metrics
Risk Indicators
Alpha-9.53%
Beta0.45x
Sharpe-0.33
Sortino-0.45
Omega0.95
Calmar-0.17
Martin-0.86
Comparisons