SPYV: SPDR Portfolio S&P 500 Value ETF
Performance
SPYV +12.09%
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Current Drawdown
-2.63%
Rolling Volatility
+0.48%
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Metrics
Risk Indicators
Alpha1.23%
Beta0.59x
Sharpe0.77
Sortino1.09
Omega1.13
Calmar1.84
Martin4.02
Comparisons