NTRS — Northern Trust Corporation | Redstone

NTRS — Northern Trust Corporation | Redstone

Performance

NTRS +29.63%

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RETURNS	1D	YTD	1Y	5Y Ann.	Max DD	Sharpe
NTRS	+0.19%	+20.98%	+29.63%	+6.89%	-12.87%	0.99

Current Drawdown

-12.00%

Rolling Volatility

+1.35%

Actions

Metrics

Risk Indicators

Alpha14.74%

Beta0.94x

Sharpe0.99

Sortino1.48

Omega1.18

Calmar2.30

Martin4.92

Comparisons

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