Free full Seasonality data:
  • AAPL
  • XLF
  • QQQ
  • JPM
  • VIRT
  • XOM
  • WMT
ADX vs SPY 1 Year Daily ReturnsADX has a beta of 0.88. In the past year, ADX has been less volatile than the S&P500.
Subscribe to unlock
ADX Historical BetaSince 2024-06-18, the beta for ADX changed by -0.08 and had an average of 0.95.
Subscribe to unlock
ADX Sharpe RatioADX has a 1 year sharpe of 0.74 which is +0.44 compared to the S&P500.
Display:
Timeframe:
Subscribe to unlock
ADX Daily P/L Normal Distribution
Timeframe:
Subscribe to unlock
ADX 1 Year DrawdownADX had a max drawdown of 24.06% in the previous year.
Created with Highcharts 10.1.0.ADXSPYJul '24Aug '24Sep '24Oct '24Nov '24Dec '24Jan '25Feb '25Mar '25Apr '25May '25Jun '25-20%-15%-10%-5%0%Powered by unusualwhales.com
ADX Yearly Drawdown Duration