VOX: Vanguard Communication Services ETF
Performance
VOX +0.73%
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Current Drawdown
-5.66%
Rolling Volatility
+1.46%
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Metrics
Risk Indicators
Alpha-10.72%
Beta0.93x
Sharpe-0.11
Sortino-0.16
Omega0.98
Calmar0.05
Martin-0.40
Comparisons