RWT: Redwood Trust, Inc.
Performance
RWT -32.11%
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Summary
RWT at a glance
RWT returned -32.11% over the past year and -16.23% a year over five years. Its worst drop in that year was -50.96%, smaller than 20% of stocks on Redstone, and its Sharpe ratio of -0.80 beats 8% of stocks on Redstone. It yields 23.00%.
Current Drawdown
-47.44%
Rolling Volatility
+2.71%
Actions
Metrics
Risk Indicators
Alpha-40.01%
Beta0.71x
Sharpe-0.80
Sortino-1.14
Omega0.86
Calmar-0.63
Martin-1.58
Comparisons