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From 1980-03-18 to date:
HSY
Annualized Return 0.1545000
Annualized Std Dev 0.2456000
Annualized Sharpe (Rf=0%) 0.6290000
maxDrawdown 0.4915425
Past 5 years (roughly), from 2019-01-02 to date:
HSY
Annualized Return 0.1463000
Annualized Std Dev 0.2299000
Annualized Sharpe (Rf=0%) 0.6364000
maxDrawdown 0.3275374
Stats compared to SPY from 1993-02-01 (start of SPY data) to date:
HSY SPY
Annualized Return 0.1170000 0.0955000
Annualized Std Dev 0.2312000 0.1880000
Annualized Sharpe (Rf=0%) 0.5060000 0.5077000
maxDrawdown 0.4915425 0.5518945
Stats compared to SPY past 5 years (roughly), from 2019-01-02 to date
HSY SPY
Annualized Return 0.1411000 0.1265000
Annualized Std Dev 0.2305000 0.2125000
Annualized Sharpe (Rf=0%) 0.6122000 0.5953000
maxDrawdown 0.3275374 0.3371725
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