SCHW: The Charles Schwab Corporation
Performance
SCHW +3.03%
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Current Drawdown
-14.76%
Rolling Volatility
+1.65%
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Metrics
Risk Indicators
Alpha-3.35%
Beta0.48x
Sharpe0.07
Sortino0.09
Omega1.01
Calmar0.15
Martin0.19
Comparisons