PMT: PennyMac Mortgage Investment Trust
Performance
PMT -27.48%
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Summary
PMT at a glance
PMT returned -27.48% over the past year and -6.57% a year over five years. Its worst drop in that year was -44.62%, smaller than 29% of stocks on Redstone, and its Sharpe ratio of -1.15 beats 4% of stocks on Redstone. It yields 21.42%.
Current Drawdown
-38.71%
Rolling Volatility
+1.91%
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Metrics
Risk Indicators
Alpha-36.86%
Beta0.53x
Sharpe-1.15
Sortino-1.38
Omega0.81
Calmar-0.62
Martin-1.54
Comparisons