Trailing Full Return: The top-line trailing price return through the latest available closing value. It starts with the full available window, then uses the strongest available trailing window when 10Y, 5Y, 3Y, or 1Y outperforms the raw full-window calculation.

Trailing 10Y / 5Y / 3Y / 1Y Return: The trailing cumulative price return calculated from live historical closing values, comparing the most recent close to the close N years ago. 1Y, 3Y, 5Y, and 10Y are all shown as raw cumulative returns over their full window, not annualized rates. The match is to the nearest available trading day within 30 calendar days; if no close is available inside that window the period is shown as —.

Highest / Lowest: The single year (or month) with the highest and lowest return across the entire series, including the current year.

Annualized Return: The annualized compounded return across completed-year annual returns. It is the steady yearly rate that would compound to the same completed-period cumulative return. Partial first-year returns are excluded from this completed-year sample. The current year is excluded once at least one completed annual return exists; before then, the available current-year return is used so the metric can render from the smallest available sample.

Volatility: The sample standard deviation (n − 1 denominator). The displayed risk-volatility metric on detail, compare, and portfolio headline surfaces is full-history monthly volatility: the sample standard deviation of the full-history monthly-return chain — every monthly observation in the price history, including months in any partial first calendar year — computed from the same raw monthly sample that feeds the full-history monthly Sharpe ratio. The selected-year monthly card shows a separate monthly volatility scoped to that year only. With fewer than two eligible observations the value is undefined and shown as — rather than a fabricated zero.

Full-History Monthly Sharpe Ratio: The arithmetic mean of per-period excess returns divided by the sample standard deviation (n − 1) of the same excess-return series, annualized by multiplying by √12. Excess return is each period's return minus the risk-free rate; the risk-free rate is fixed at 0 in the current product, so the displayed value is the simplified Sharpe ratio: mean monthly return over sample monthly volatility scaled by √12. Detail, compare, and the portfolio headline all use the same definition: the full available monthly-return Sharpe across every monthly observation in history (including months in any partial first calendar year), and the Browse Stocks sort labelled “Monthly Sharpe Ratio” uses the same persisted scalar. The same full-history monthly sample feeds the displayed full-history monthly volatility on detail, compare, and portfolio headline surfaces. The portfolio's selected-year monthly card shows a separate single-year monthly Sharpe scoped to that year only. Unitless, higher is better, undefined (shown as —) whenever fewer than two monthly observations exist or the excess-return volatility is zero.

Disclaimer: All data is sourced from Financial Modeling Prep (FMP) and represents price-only returns. Index returns reflect the aggregate performance of the index constituents and do not account for fees, expenses, or dividends. Displayed returns do not account for inflation, which should be considered when evaluating real returns. Past performance is not indicative of future results. This information is provided for educational and informational purposes only and should not be construed as investment advice.