Financial Stock List
Year-to-Date Return
< 0.0%
—
> 10.0%
10-Year Annualized Return
< 0.0%
—
> 10.0%
Sharpe Ratio
< 0.0
—
> 0.1
Omega ratio
< 0.0
—
> 0.1
Sortino ratio
< 0.0
—
> 0.1
Calmar ratio
< 0.0
—
> 0.1
Ulcer Index
< 0.0%
—
> 10.0%
10Y Volatility
< 0.0%
—
> 10.0%
Maximum Drawdown
< 0.0%
—
> 10.0%
Dividend Yield
< 0.0%
—
> 10.0%
| Symbol | Full name | YTD Ret. | 10Y Ann. Ret. | Div. Yield | 10Y Volatility | Max. Drawdown | Sharpe Ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 0HZC.L | Eurazeo | 23.1% | 8.0% | 3.1% | 26.4% | -83.3% | 0.7 | ||||
| 0MGD.L | Jyske Bank A/S | 5.1% | 5.2% | 0.0% | 29.1% | -62.1% | 0.3 | ||||
| 0Q8M.L | UnipolSai Assicurazioni SpA | 4.7% | 8.7% | 7.0% | 24.4% | -72.2% | -0.0 | ||||
| 0QMG.L | Swiss Life Holding AG | 18.2% | 31.7% | 5.3% | 60.1% | -86.3% | 0.6 | ||||
| 0QP2.L | Zurich Insurance Group AG | -0.3% | 9.7% | 0.1% | 25.7% | -88.9% | -0.2 | ||||
| 0QP5.L | Credit Suisse Group AG | N/A | N/A | N/A | N/A | N/A | N/A | ||||
| BGHL.AS | Boussard and Gavaudan Holding Ltd | 12.6% | 7.8% | 0.0% | 16.8% | -52.5% | 0.5 |