IEP: Icahn Enterprises L.P.
Performance
IEP -16.99%
Watchlist
Select an item
Summary
IEP at a glance
IEP returned -16.99% over the past year and -24.43% a year over five years. Its worst drop in that year was -29.10%, smaller than 58% of stocks on Redstone, and its Sharpe ratio of -0.77 beats 9% of stocks on Redstone. It yields 38.54%.
Current Drawdown
-29.10%
Rolling Volatility
+1.82%
Actions
Metrics
Risk Indicators
Alpha-23.09%
Beta0.40x
Sharpe-0.77
Sortino-1.05
Omega0.87
Calmar-0.58
Martin-2.46
Comparisons