FNMA: Fannie Mae
Performance
FNMA -56.52%
Watchlist
Select an item
Summary
FNMA at a glance
FNMA returned -56.52% over the past year. Its worst drop in that year was -73.64%, smaller than 4% of stocks on Redstone, and its Sharpe ratio of -0.50 beats 12% of stocks on Redstone. It pays no dividends.
Current Drawdown
-60.67%
Rolling Volatility
135.95%
Actions
Metrics
Risk Indicators
Alpha-59.39%
Beta1.29x
Sharpe-0.50
Sortino-0.82
Omega0.91
Calmar-0.77
Martin-1.07
Profile
About FNMA
- Sector
- Financials
Comparisons