SPY — SPDR S&P 500 ETF Trust | Redstone

SPY — SPDR S&P 500 ETF Trust | Redstone

Performance

SPY +15.31%

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RETURNS	1D	YTD	1Y	5Y Ann.	Max DD	Sharpe
SPY	-0.42%	+13.29%	+15.31%	+11.69%	-9.13%	0.83

Current Drawdown

-0.66%

Rolling Volatility

+0.63%

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Metrics

Risk Indicators

Alpha0.00%

Beta1.00x

Sharpe0.83

Sortino1.19

Omega1.15

Calmar1.68

Martin4.84

Comparisons

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