VONV: Vanguard Russell 1000 Value ETF
Performance
VONV +24.72%
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Current Drawdown
-1.39%
Rolling Volatility
+0.49%
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Metrics
Risk Indicators
Alpha12.06%
Beta0.69x
Sharpe1.67
Sortino2.55
Omega1.31
Calmar3.42
Martin9.83
Comparisons