JNJ — Johnson & Johnson | Redstone

JNJ — Johnson & Johnson | Redstone

Performance

JNJ +34.23%

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RETURNS	1D	YTD	1Y	5Y Ann.	Max DD	Sharpe
JNJ	-0.76%	+23.69%	+34.23%	+9.75%	-10.96%	1.41

Current Drawdown

-7.88%

Rolling Volatility

+0.87%

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Metrics

Risk Indicators

Alpha29.08%

Beta-0.18x

Sharpe1.41

Sortino2.18

Omega1.26

Calmar3.12

Martin6.23

Comparisons

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