SGI: Somnigroup International Inc.
Performance
SGI -24.37%
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Current Drawdown
-35.12%
Rolling Volatility
+1.77%
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Metrics
Risk Indicators
Alpha-38.33%
Beta1.51x
Sharpe-0.59
Sortino-0.86
Omega0.91
Calmar-0.65
Martin-1.06
Comparisons