FMCC: Freddie Mac
Performance
FMCC -57.28%
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Summary
FMCC at a glance
FMCC returned -57.28% over the past year. Its worst drop in that year was -74.23%, smaller than 3% of stocks on Redstone, and its Sharpe ratio of -0.54 beats 11% of stocks on Redstone. It pays no dividends.
Current Drawdown
-63.46%
Rolling Volatility
135.74%
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Metrics
Risk Indicators
Alpha-60.42%
Beta1.10x
Sharpe-0.54
Sortino-0.89
Omega0.90
Calmar-0.77
Martin-1.08
Profile
About FMCC
- Sector
- Financials
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