Iren SpA (IRDEF)

2.467 +0.61 (+33.17%) USD  |  OTCM  |  Nov 22, 16:00
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Iren Historical Sharpe Ratio (5Y)

Historical Sharpe Ratio (5Y) Chart

View Historical Sharpe Ratio (5Y) for IRDEF.
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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00

Historical Historical Sharpe Ratio (5Y) Data

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Date Value

Historical Sharpe Ratio Definition

The Sharpe Ratio measures the risk-adjusted return of a security. This is a useful metric for analyzing the return you are receiving on a security in comparison to the amount of volatility expected. The historical sharpe ratio uses historical returns to calculate the return and standard deviation.

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Historical Sharpe Ratio (5Y) Range, Past 5 Years

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Historical Sharpe Ratio (5Y) Benchmarks

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A2A SpA --
ACEA SpA --

Historical Sharpe Ratio (5Y) Related Metrics

Beta (5Y) Upgrade
Annualized Standard Deviation of Monthly Returns (5Y Lookback) Upgrade
Max Drawdown (5Y) Upgrade
Monthly Value at Risk (VaR) 5% (5Y Lookback) Upgrade