SPGI — S&P Global Inc. | Redstone

SPGI — S&P Global Inc. | Redstone

Performance

SPGI -17.41%

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RETURNS	1D	YTD	1Y	5Y Ann.	Max DD	Sharpe
SPGI	+1.91%	-21.44%	-17.41%	-1.93%	-29.30%	-0.64

Current Drawdown

-26.29%

Rolling Volatility

+1.14%

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Metrics

Risk Indicators

Alpha-23.01%

Beta0.35x

Sharpe-0.64

Sortino-0.81

Omega0.89

Calmar-0.59

Martin-1.02

Comparisons

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