VYM: Vanguard High Dividend Yield ETF
Performance
VYM +12.78%
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Current Drawdown
-5.26%
Rolling Volatility
+0.58%
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Metrics
Risk Indicators
Alpha1.85%
Beta0.59x
Sharpe0.79
Sortino1.15
Omega1.14
Calmar1.76
Martin3.31
Comparisons