WSPOF: WSP Global Inc.
Performance
WSPOF -26.42%
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Summary
WSPOF at a glance
WSPOF returned -26.42% over the past year. Its worst drop in that year was -43.13%, smaller than 32% of stocks on Redstone, and its Sharpe ratio of -0.76 beats 7% of stocks on Redstone.
Current Drawdown
-32.90%
Rolling Volatility
41.13%
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Metrics
Risk Indicators
Alpha-35.51%
Beta0.79x
Sharpe-0.76
Sortino-0.97
Omega0.87
Calmar-0.61
Martin-1.05
Profile
About WSPOF
- Sector
- Industrials
Comparisons