IVR: Invesco Mortgage Capital Inc.
Performance
IVR -9.20%
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Summary
IVR at a glance
IVR returned -9.20% over the past year and -15.72% a year over five years. Its worst drop in that year was -36.00%, smaller than 43% of stocks on Redstone, and its Sharpe ratio of -0.48 beats 15% of stocks on Redstone. It yields 29.38%.
Current Drawdown
-33.71%
Rolling Volatility
+1.76%
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Metrics
Risk Indicators
Alpha-16.80%
Beta0.67x
Sharpe-0.48
Sortino-0.67
Omega0.92
Calmar-0.26
Martin-0.86
Comparisons