NOC: Northrop Grumman Corporation
Performance
NOC -23.71%
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Current Drawdown
-36.92%
Rolling Volatility
+1.50%
Actions
Metrics
Risk Indicators
Alpha-28.84%
Beta0.08x
Sharpe-1.00
Sortino-1.36
Omega0.84
Calmar-0.62
Martin-1.31
Comparisons