M — Macy's Inc. | Redstone

M — Macy's Inc. | Redstone

Performance

M +33.48%

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RETURNS	1D	YTD	1Y	5Y Ann.	Max DD	Sharpe
M	-0.91%	+5.49%	+33.48%	-1.95%	-29.94%	0.81

Current Drawdown

-8.43%

Rolling Volatility

+1.89%

Actions

Metrics

Risk Indicators

Alpha23.36%

Beta1.05x

Sharpe0.81

Sortino1.28

Omega1.14

Calmar1.12

Martin2.38

Comparisons

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