SPTM: SPDR Portfolio S&P 1500 Composite Stock Market ETF
Performance
SPTM +15.14%
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Current Drawdown
-1.04%
Rolling Volatility
+0.59%
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Metrics
Risk Indicators
Alpha-0.01%
Beta0.99x
Sharpe0.82
Sortino1.19
Omega1.14
Calmar1.69
Martin4.90
Comparisons