JHX: James Hardie Industries plc
Performance
JHX +21.33%
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Current Drawdown
-16.92%
Rolling Volatility
+2.07%
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Metrics
Risk Indicators
Alpha8.88%
Beta1.74x
Sharpe0.56
Sortino0.88
Omega1.10
Calmar0.66
Martin1.78
Comparisons