PEG: Public Service Enterprise Group
Performance
PEG -11.74%
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Current Drawdown
-17.38%
Rolling Volatility
+1.40%
Actions
Metrics
Risk Indicators
Alpha-16.60%
Beta0.12x
Sharpe-0.81
Sortino-1.07
Omega0.88
Calmar-0.50
Martin-1.61
Comparisons