REM: iShares Mortgage Real Estate ETF
Performance
REM -13.60%
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Summary
REM at a glance
REM returned -13.60% over the past year and -6.26% a year over five years. Its worst drop in that year was -26.33%, smaller than 24% of ETFs on Redstone, and its Sharpe ratio of -0.96 beats 19% of ETFs on Redstone. It yields 11.52%.
Current Drawdown
-24.35%
Rolling Volatility
+1.48%
Actions
Metrics
Risk Indicators
Alpha-22.41%
Beta0.61x
Sharpe-0.96
Sortino-1.27
Omega0.85
Calmar-0.52
Martin-1.82
Comparisons