Subject: Re: OT: Hershey
Nice stats:
From 1993-02-01, data from Yahoo:
HSY SPY
Annualized Return 0.1170000 0.0955000
Annualized Std Dev 0.2312000 0.1880000
Annualized Sharpe (Rf=0%) 0.5060000 0.5077000
maxDrawdown 0.4915423 0.5518945
From 1993-02-01, data from Yahoo, but now just up to May 2023 so leaving out the recent period of steep HSY decline
HSY SPY
Annualized Return 0.1302000 0.0998000
Annualized Std Dev 0.2329000 0.1877000
Annualized Sharpe (Rf=0%) 0.5587000 0.5318000
maxDrawdown 0.4915423 0.5518945