IDT: IDT Corporation Class B
Performance
IDT +62.55%
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Summary
IDT at a glance
IDT returned +62.55% over the past year and +11.41% a year over five years. Its worst drop in that year was -10.80%, smaller than 98% of stocks on Redstone, and its Sharpe ratio of 1.80 beats 95% of stocks on Redstone. It yields 0.33%.
Current Drawdown
-2.89%
Rolling Volatility
+1.38%
Actions
Metrics
Risk Indicators
Alpha45.95%
Beta0.24x
Sharpe1.80
Sortino2.92
Omega1.34
Calmar5.79
Martin10.99
Comparisons