SPYM — State Street SPDR Portfolio S&P 500 ETF | Redstone

SPYM — State Street SPDR Portfolio S&P 500 ETF | Redstone

Performance

SPYM +13.75%

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RETURNS	1D	YTD	1Y	5Y Ann.	Max DD	Sharpe
SPYM	-1.11%	+11.74%	+13.75%	+10.79%	-9.13%	0.74

Current Drawdown

-2.06%

Rolling Volatility

+0.63%

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Metrics

Risk Indicators

Alpha0.08%

Beta1.00x

Sharpe0.74

Sortino1.08

Omega1.13

Calmar1.51

Martin4.17

Comparisons

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