ORC: Orchid Island Capital, Inc.
Performance
ORC -19.08%
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Summary
ORC at a glance
ORC returned -19.08% over the past year and -12.57% a year over five years. Its worst drop in that year was -34.35%, smaller than 46% of stocks on Redstone, and its Sharpe ratio of -0.99 beats 6% of stocks on Redstone. It yields 29.58%.
Current Drawdown
-32.60%
Rolling Volatility
+1.86%
Actions
Metrics
Risk Indicators
Alpha-27.83%
Beta0.60x
Sharpe-0.99
Sortino-1.27
Omega0.84
Calmar-0.56
Martin-1.69
Comparisons