FICO: Fair Isaac Corporation
Performance
FICO -58.60%
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Current Drawdown
-61.66%
Rolling Volatility
+6.63%
Actions
Metrics
Risk Indicators
Alpha-79.13%
Beta0.49x
Sharpe-1.21
Sortino-1.44
Omega0.79
Calmar-0.86
Martin-2.22
Comparisons